+112.5%
NET vs MKC
-33.7%
+146.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -7.0% | -5.9% | -1.1% | -6.8% |
| 30D | -4.8% | -0.9% | -3.9% | -4.8% |
| 3M | +3.8% | +12.7% | -8.9% | +3.4% |
| 6M | +50.0% | -19.3% | +69.3% | +53.1% |
| YTD | +41.5% | -22.2% | +63.6% | +44.6% |
| 1Y | +32.8% | -23.3% | +56.2% | +36.0% |
| 3Y | +335.9% | -30.0% | +365.9% | +351.6% |
| All | +112.5% | -33.7% | +146.2% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling