-44.7%
S vs MKC
-38.1%
-6.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.1% | +9.1% | +8.1% |
| 7D | +1.6% | -1.9% | +3.5% | +1.6% |
| 30D | -10.5% | +8.0% | -18.5% | -10.7% |
| 3M | +9.9% | -8.6% | +18.5% | +10.3% |
| 6M | +41.8% | +1.1% | +40.7% | +41.7% |
| YTD | +56.8% | -27.7% | +84.5% | +59.4% |
| 1Y | +39.0% | -23.7% | +62.7% | +40.6% |
| 3Y | +53.8% | -19.4% | +73.2% | +53.5% |
| 5Y | -68.6% | -33.3% | -35.2% | -65.9% |
| All | -44.7% | -38.1% | -6.5% | -40.0% |
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 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