+649.0%
P vs MKC
+24.3%
+624.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.5% |
| 7D | +17.8% | -7.3% | +25.1% | +18.7% |
| 30D | -29.9% | +4.0% | -33.8% | -30.4% |
| 3M | -1.2% | -11.5% | +10.3% | 0.0% |
| 6M | +32.1% | +1.1% | +31.1% | +30.4% |
| YTD | +64.3% | -29.9% | +94.2% | +72.7% |
| 1Y | +24.3% | -27.0% | +51.3% | +29.5% |
| 3Y | +203.2% | -22.3% | +225.6% | +198.9% |
| 5Y | +290.4% | -36.0% | +326.4% | +301.5% |
| All | +649.0% | +24.3% | +624.6% | +483.5% |
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