+62.5%
T vs MKC
+25.8%
+36.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +2.5% | -3.0% | +5.5% | +3.4% |
| 30D | -3.8% | +4.8% | -8.6% | -5.1% |
| 3M | -8.7% | -12.8% | +4.1% | -5.2% |
| 6M | -8.1% | +5.0% | -13.1% | -9.8% |
| YTD | -6.4% | -29.1% | +22.6% | +2.3% |
| 1Y | -9.8% | -26.4% | +16.6% | -2.5% |
| 3Y | +65.5% | -21.6% | +87.1% | +73.0% |
| 5Y | +57.0% | -35.2% | +92.2% | +71.2% |
| All | +62.5% | +25.8% | +36.7% | +39.8% |
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 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