+1,258.4%
NET vs MKC
-25.6%
+1,284.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.8% | -7.4% | -8.1% |
| 7D | -21.2% | +7.0% | -28.2% | -22.1% |
| 30D | -31.1% | +11.4% | -42.6% | -32.5% |
| 3M | -16.5% | -3.7% | -12.8% | -16.2% |
| 6M | 0.0% | +5.3% | -5.2% | -1.6% |
| YTD | +24.0% | -24.4% | +48.4% | +30.5% |
| 1Y | +7.0% | -19.7% | +26.7% | +10.5% |
| 3Y | +279.6% | -16.3% | +295.8% | +274.6% |
| 5Y | +24.0% | -30.5% | +54.5% | +27.6% |
| All | +1,258.4% | -25.6% | +1,284.0% | +1,153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling