-72.2%
OPEN vs MKC
-32.6%
-39.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -2.9% | -4.3% | +1.4% | -1.9% |
| 30D | -13.8% | -3.1% | -10.7% | -13.2% |
| 3M | -30.9% | +6.8% | -37.7% | -32.3% |
| 6M | -40.9% | -18.3% | -22.6% | -38.0% |
| YTD | -48.5% | -23.1% | -25.5% | -45.2% |
| 1Y | -50.9% | -23.7% | -27.2% | -47.7% |
| 3Y | -20.6% | -31.0% | +10.4% | -15.3% |
| 5Y | -84.2% | -33.5% | -50.6% | -83.0% |
| All | -72.2% | -32.6% | -39.7% | -70.4% |
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