+336.7%
RF vs MKC
+26.1%
+310.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +2.7% | -4.3% | +7.0% | +3.8% |
| 30D | -3.4% | -2.0% | -1.4% | -3.0% |
| 3M | +6.4% | +10.0% | -3.6% | +3.6% |
| 6M | +13.4% | -18.5% | +31.9% | +18.8% |
| YTD | +14.2% | -22.4% | +36.7% | +20.7% |
| 1Y | +15.7% | -23.6% | +39.3% | +22.5% |
| 3Y | +91.3% | -30.4% | +121.8% | +105.4% |
| 5Y | +89.8% | -34.2% | +123.9% | +103.5% |
| 10Y | +336.7% | +26.8% | +309.9% | +340.9% |
| All | +336.7% | +26.1% | +310.6% | +340.9% |
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