+261.5%
RF vs MKC
+25.4%
+236.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | -0.1% | -1.9% | +1.8% | +0.3% |
| 30D | +7.0% | +8.0% | -1.0% | +4.9% |
| 3M | -7.0% | -8.6% | +1.6% | -5.2% |
| 6M | +6.8% | +1.1% | +5.7% | +5.9% |
| YTD | +9.9% | -27.7% | +37.6% | +17.9% |
| 1Y | +21.1% | -23.7% | +44.9% | +28.0% |
| 3Y | +119.6% | -19.4% | +139.0% | +125.9% |
| 5Y | +46.2% | -33.3% | +79.5% | +55.4% |
| 10Y | +261.5% | +24.0% | +237.5% | +275.0% |
| All | +261.5% | +25.4% | +236.1% | +275.0% |
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