+29.7%
Q vs MKC
-20.6%
+50.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.2% |
| 7D | +6.7% | -4.3% | +11.1% | +5.2% |
| 30D | -10.6% | -2.0% | -8.6% | -11.2% |
| 3M | -14.6% | +10.0% | -24.6% | -12.5% |
| 6M | +12.1% | -18.5% | +30.6% | +15.8% |
| YTD | +51.3% | -22.4% | +73.7% | +56.1% |
| All | +29.7% | -20.6% | +50.2% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling