-71.5%
S vs MKC
-33.2%
-38.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | -5.8% | -4.3% | -1.5% | -5.6% |
| 30D | -9.2% | -2.0% | -7.2% | -9.1% |
| 3M | +23.4% | +10.0% | +13.4% | +22.8% |
| 6M | +36.9% | -18.5% | +55.5% | +38.8% |
| YTD | +29.5% | -22.4% | +52.0% | +31.7% |
| 1Y | +5.4% | -23.6% | +29.1% | +7.3% |
| 3Y | +14.7% | -30.4% | +45.1% | +16.0% |
| 5Y | -71.5% | -34.2% | -37.3% | -67.0% |
| All | -71.5% | -33.2% | -38.3% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling