-53.2%
S vs MKC
-33.4%
-19.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -7.7% | -5.9% | -1.8% | -7.4% |
| 30D | -5.3% | -0.9% | -4.5% | -5.3% |
| 3M | +20.3% | +12.7% | +7.5% | +19.8% |
| 6M | +47.4% | -19.3% | +66.7% | +49.1% |
| YTD | +32.5% | -22.2% | +54.7% | +34.3% |
| 1Y | +9.5% | -23.3% | +32.9% | +11.1% |
| 3Y | +15.5% | -30.0% | +45.5% | +16.2% |
| 5Y | -71.2% | -33.8% | -37.4% | -69.4% |
| All | -53.2% | -33.4% | -19.8% | -49.4% |
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