+90.1%
RF vs MKC
-33.7%
+123.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.3% | -5.9% | +7.2% | +2.5% |
| 30D | -3.6% | -0.9% | -2.7% | -3.5% |
| 3M | +8.1% | +12.7% | -4.6% | +5.3% |
| 6M | +11.5% | -19.3% | +30.8% | +16.1% |
| YTD | +15.6% | -22.2% | +37.7% | +20.9% |
| 1Y | +15.7% | -23.3% | +39.0% | +21.2% |
| 3Y | +86.9% | -30.0% | +116.9% | +97.8% |
| All | +90.1% | -33.7% | +123.8% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling