+18.0%
Q vs MKC
-18.2%
+36.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | +1.9% |
| 7D | -3.3% | +9.6% | -12.9% | +0.2% |
| 30D | -9.7% | +12.0% | -21.7% | -5.5% |
| 3M | -16.1% | -2.0% | -14.1% | -15.8% |
| 6M | -15.7% | +7.2% | -22.9% | -13.0% |
| YTD | +45.7% | -23.7% | +69.5% | +50.2% |
| 1Y | +18.0% | -18.3% | +36.3% | +22.3% |
| All | +18.0% | -18.2% | +36.2% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling