+504.9%
P vs MKC
+46.9%
+458.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.4% |
| 7D | -9.6% | -1.9% | -7.7% | -9.5% |
| 30D | -33.4% | +8.0% | -41.4% | -34.3% |
| 3M | +14.2% | -8.6% | +22.8% | +15.2% |
| 6M | +31.6% | +1.1% | +30.5% | +30.0% |
| YTD | +53.5% | -27.7% | +81.1% | +60.8% |
| 1Y | +14.2% | -23.7% | +37.9% | +18.2% |
| 3Y | +190.5% | -19.4% | +209.9% | +185.3% |
| 5Y | +256.3% | -33.3% | +289.7% | +264.4% |
| 10Y | +707.9% | +24.0% | +683.9% | +565.5% |
| All | +504.9% | +46.9% | +458.1% | +384.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling