-32.8%
OPEN vs MKC
-21.5%
-11.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | -31.1% | -7.0% | -24.0% | -29.4% |
| 30D | -34.7% | +4.1% | -38.8% | -34.7% |
| 3M | -61.9% | -10.3% | -51.6% | -60.8% |
| 6M | -71.9% | +1.7% | -73.6% | -71.9% |
| YTD | -76.6% | -29.1% | -47.5% | -74.5% |
| 1Y | -83.9% | -26.0% | -57.9% | -82.7% |
| All | -32.8% | -21.5% | -11.3% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling