+50.9%
O vs MKC
+29.3%
+21.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -3.5% | -2.8% | -0.7% | -2.6% |
| 30D | -3.3% | -3.4% | +0.1% | -2.3% |
| 3M | -2.8% | +3.8% | -6.6% | -4.4% |
| 6M | -5.8% | -17.9% | +12.2% | +0.2% |
| YTD | +9.4% | -23.6% | +33.0% | +18.9% |
| 1Y | +5.7% | -23.1% | +28.8% | +14.2% |
| 3Y | +27.2% | -31.5% | +58.8% | +41.8% |
| 5Y | +17.2% | -33.1% | +50.3% | +29.2% |
| All | +50.9% | +29.3% | +21.6% | +27.3% |
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