+9.0%
S vs MKC
-23.2%
+32.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | 0.0% |
| 7D | -1.2% | -4.3% | +3.1% | -1.4% |
| 30D | -12.6% | -3.1% | -9.4% | -12.7% |
| 3M | +27.6% | +6.8% | +20.7% | +28.4% |
| 6M | +35.5% | -18.3% | +53.8% | +33.5% |
| YTD | +29.6% | -23.1% | +52.7% | +27.3% |
| All | +9.0% | -23.2% | +32.2% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling