+17.5%
P vs MKC
-18.2%
+35.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.4% | -10.4% | -2.2% |
| 7D | -19.4% | +9.6% | -29.0% | -15.2% |
| 30D | -22.3% | +12.0% | -34.3% | -17.2% |
| 3M | +33.2% | -2.0% | +35.2% | +35.0% |
| 6M | +53.6% | +7.2% | +46.4% | +62.6% |
| YTD | +66.8% | -23.7% | +90.5% | +65.0% |
| 1Y | +17.5% | -18.3% | +35.8% | +12.1% |
| All | +17.5% | -18.2% | +35.8% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling