+696.9%
P vs MKC
+26.7%
+670.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | +5.0% | -4.3% | +9.3% | +5.6% |
| 30D | -0.9% | -3.1% | +2.2% | -0.6% |
| 3M | +38.7% | +6.8% | +31.8% | +36.6% |
| 6M | +54.4% | -18.3% | +72.7% | +59.4% |
| YTD | +44.8% | -23.1% | +67.9% | +50.7% |
| 1Y | +22.5% | -23.7% | +46.2% | +27.5% |
| 3Y | +148.2% | -31.0% | +179.2% | +159.9% |
| 5Y | +268.9% | -33.5% | +302.4% | +283.8% |
| 10Y | +696.9% | +30.3% | +666.6% | +563.8% |
| All | +696.9% | +26.7% | +670.2% | +563.8% |
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