+281.3%
P vs MKC
-33.7%
+315.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.3% |
| 7D | +6.5% | -5.9% | +12.4% | +6.0% |
| 30D | +18.8% | -0.9% | +19.7% | +18.8% |
| 3M | +26.7% | +12.7% | +14.0% | +27.8% |
| 6M | +62.2% | -19.3% | +81.5% | +63.1% |
| YTD | +48.5% | -22.2% | +70.7% | +49.4% |
| 1Y | +26.4% | -23.3% | +49.7% | +27.2% |
| 3Y | +159.4% | -30.0% | +189.4% | +162.9% |
| All | +281.3% | -33.7% | +315.0% | +282.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling