+1,514.2%
RF vs MKC
+3,376.8%
-1,862.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.3% | -5.9% | +7.2% | +3.2% |
| 30D | -3.6% | -0.9% | -2.7% | -3.5% |
| 3M | +8.1% | +12.7% | -4.6% | +3.8% |
| 6M | +11.5% | -19.3% | +30.8% | +18.1% |
| YTD | +15.6% | -22.2% | +37.7% | +23.2% |
| 1Y | +15.7% | -23.3% | +39.0% | +23.5% |
| 3Y | +86.9% | -30.0% | +116.9% | +102.6% |
| 5Y | +89.8% | -33.8% | +123.6% | +106.0% |
| 10Y | +344.7% | +24.4% | +320.3% | +282.4% |
| All | +1,514.2% | +3,376.8% | -1,862.6% | +598.7% |
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