+33.2%
Q vs MKC
-27.4%
+60.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.5% |
| 7D | +6.6% | -7.0% | +13.6% | +3.8% |
| 30D | +2.7% | +4.1% | -1.4% | +4.5% |
| 3M | -8.4% | -10.3% | +1.9% | -10.8% |
| 6M | -17.3% | +1.7% | -19.0% | -17.0% |
| YTD | +55.3% | -29.1% | +84.4% | +57.0% |
| 1Y | +31.5% | -26.0% | +57.4% | +34.4% |
| All | +33.2% | -27.4% | +60.5% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling