+26.7%
Q vs MKC
-20.3%
+47.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +1.4% |
| 7D | +0.2% | -5.9% | +6.1% | -1.7% |
| 30D | -11.1% | -0.9% | -10.2% | -11.4% |
| 3M | -22.1% | +12.7% | -34.8% | -20.0% |
| 6M | +0.5% | -19.3% | +19.8% | +4.0% |
| YTD | +47.8% | -22.2% | +70.0% | +52.7% |
| All | +26.7% | -20.3% | +47.0% | +32.7% |
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