+91.5%
OSCR vs MKC
-33.0%
+124.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +1.6% | -1.5% | +3.1% | +2.3% |
| 30D | +10.7% | -3.1% | +13.8% | +12.3% |
| 3M | +13.4% | +5.2% | +8.2% | +10.7% |
| 6M | +144.6% | -12.8% | +157.4% | +159.0% |
| YTD | +128.0% | -23.3% | +151.3% | +154.3% |
| 1Y | +68.7% | -24.1% | +92.8% | +87.9% |
| 3Y | +398.8% | -32.1% | +430.9% | +491.6% |
| All | +91.5% | -33.0% | +124.5% | +79.6% |
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