+108.5%
RF vs MKC
-18.6%
+127.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.3% |
| 7D | -0.9% | +2.3% | -3.3% | -1.3% |
| 30D | +6.0% | +8.1% | -2.1% | +4.5% |
| 3M | -8.9% | -6.4% | -2.5% | -8.0% |
| 6M | +2.3% | +1.8% | +0.6% | +1.6% |
| YTD | +7.6% | -26.9% | +34.4% | +13.3% |
| 1Y | +21.2% | -21.7% | +42.9% | +25.5% |
| 3Y | +108.5% | -18.7% | +127.3% | +103.2% |
| All | +108.5% | -18.6% | +127.1% | +103.2% |
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