-70.8%
OPEN vs MKC
-31.8%
-39.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -4.3% | -5.9% | +1.6% | -2.9% |
| 30D | -16.2% | -0.9% | -15.3% | -16.1% |
| 3M | -36.4% | +12.7% | -49.1% | -38.5% |
| 6M | -35.5% | -19.3% | -16.2% | -32.0% |
| YTD | -46.0% | -22.2% | -23.8% | -42.6% |
| 1Y | -47.1% | -23.3% | -23.8% | -43.7% |
| 3Y | -19.0% | -30.0% | +11.0% | -13.9% |
| 5Y | -83.6% | -33.8% | -49.8% | -82.4% |
| All | -70.8% | -31.8% | -39.1% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling