-47.6%
S vs MKC
-40.0%
-7.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.1% | -5.1% | -6.2% |
| 7D | +4.1% | -7.3% | +11.4% | +4.2% |
| 30D | -7.2% | +4.0% | -11.1% | -7.3% |
| 3M | 0.0% | -11.5% | +11.4% | +0.3% |
| 6M | +41.6% | +1.1% | +40.5% | +41.5% |
| YTD | +48.6% | -29.9% | +78.5% | +51.1% |
| 1Y | +30.0% | -27.0% | +57.1% | +31.7% |
| 3Y | +42.2% | -22.3% | +64.5% | +42.0% |
| 5Y | -70.8% | -36.0% | -34.8% | -68.2% |
| All | -47.6% | -40.0% | -7.5% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling