+140.2%
NI vs MKC
+29.9%
+110.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | 0.0% | -1.5% | +1.5% | +0.6% |
| 30D | -1.4% | -3.1% | +1.7% | -0.4% |
| 3M | -10.6% | +5.2% | -15.8% | -12.8% |
| 6M | -9.3% | -12.8% | +3.5% | -5.3% |
| YTD | +1.1% | -23.3% | +24.4% | +10.4% |
| 1Y | +3.4% | -24.1% | +27.5% | +13.0% |
| 3Y | +67.9% | -32.1% | +100.0% | +89.0% |
| 5Y | +98.0% | -32.8% | +130.8% | +119.2% |
| All | +140.2% | +29.9% | +110.3% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling