+26.4%
P vs MKC
-23.4%
+49.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.0% |
| 7D | +6.5% | -5.9% | +12.4% | +4.0% |
| 30D | +18.8% | -0.9% | +19.7% | +18.5% |
| 3M | +26.7% | +12.7% | +14.0% | +34.0% |
| 6M | +62.2% | -19.3% | +81.5% | +56.5% |
| YTD | +48.5% | -22.2% | +70.7% | +42.0% |
| 1Y | +26.4% | -23.3% | +49.7% | +19.2% |
| All | +26.4% | -23.4% | +49.8% | +19.2% |
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