+155.4%
P vs MKC
-30.0%
+185.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.2% |
| 7D | +6.5% | -5.9% | +12.4% | +5.0% |
| 30D | +18.8% | -0.9% | +19.7% | +18.6% |
| 3M | +26.7% | +12.7% | +14.0% | +30.9% |
| 6M | +62.2% | -19.3% | +81.5% | +59.1% |
| YTD | +48.5% | -22.2% | +70.7% | +45.3% |
| 1Y | +26.4% | -23.3% | +49.7% | +23.6% |
| All | +155.4% | -30.0% | +185.4% | +160.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling