+15.3%
O vs MKC
-34.7%
+50.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.3% | -4.3% | +2.1% | -1.1% |
| 30D | -2.4% | -3.1% | +0.7% | -1.7% |
| 3M | -0.6% | +6.8% | -7.4% | -2.7% |
| 6M | -5.0% | -18.3% | +13.3% | +0.1% |
| YTD | +10.4% | -23.1% | +33.4% | +18.0% |
| 1Y | +6.6% | -23.7% | +30.2% | +13.9% |
| 3Y | +28.4% | -31.0% | +59.4% | +40.6% |
| 5Y | +15.3% | -33.5% | +48.8% | +26.5% |
| All | +15.3% | -34.7% | +50.0% | +26.5% |
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