+1,402.2%
RF vs MKC
+3,165.5%
-1,763.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.6% |
| 7D | -0.9% | +2.3% | -3.3% | -1.7% |
| 30D | +6.0% | +8.1% | -2.1% | +3.4% |
| 3M | -8.9% | -6.4% | -2.5% | -7.4% |
| 6M | +2.3% | +1.8% | +0.6% | +1.1% |
| YTD | +7.6% | -26.9% | +34.4% | +16.5% |
| 1Y | +21.2% | -21.7% | +42.9% | +28.4% |
| 3Y | +108.5% | -18.7% | +127.3% | +115.5% |
| 5Y | +43.2% | -32.8% | +76.1% | +54.2% |
| 10Y | +288.1% | +27.0% | +261.1% | +230.6% |
| All | +1,402.2% | +3,165.5% | -1,763.2% | +560.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling