-53.4%
S vs MKC
-34.7%
-18.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +0.1% | -2.8% | +2.9% | +0.2% |
| 30D | -11.8% | -3.4% | -8.4% | -11.7% |
| 3M | +33.9% | +3.8% | +30.2% | +33.7% |
| 6M | +40.1% | -17.9% | +58.0% | +41.6% |
| YTD | +32.1% | -23.6% | +55.7% | +34.0% |
| 1Y | +11.0% | -23.1% | +34.1% | +12.5% |
| 3Y | +16.9% | -31.5% | +48.5% | +17.8% |
| 5Y | -68.9% | -33.1% | -35.8% | -66.5% |
| All | -53.4% | -34.7% | -18.7% | -49.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling