+652.6%
P vs MKC
+21.5%
+631.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -13.3% | -2.4% | -10.9% | -13.1% |
| 30D | -34.0% | +5.4% | -39.4% | -34.7% |
| 3M | +4.1% | -11.1% | +15.2% | +5.3% |
| 6M | +30.5% | -1.4% | +31.9% | +29.3% |
| YTD | +52.2% | -29.4% | +81.6% | +59.9% |
| 1Y | +10.3% | -24.7% | +35.0% | +14.2% |
| 3Y | +180.9% | -21.8% | +202.7% | +176.7% |
| 5Y | +259.7% | -36.0% | +295.7% | +270.6% |
| 10Y | +652.6% | +24.9% | +627.7% | +482.1% |
| All | +652.6% | +21.5% | +631.2% | +482.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling