+66.9%
T vs MKC
+29.3%
+37.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -2.4% | -2.8% | +0.4% | -1.6% |
| 30D | +4.3% | -3.4% | +7.7% | +5.3% |
| 3M | +11.6% | +3.8% | +7.8% | +10.1% |
| 6M | -5.6% | -17.9% | +12.3% | -0.6% |
| YTD | +6.6% | -23.6% | +30.2% | +14.2% |
| 1Y | -8.4% | -23.1% | +14.7% | -2.2% |
| 3Y | +107.8% | -31.5% | +139.4% | +127.6% |
| 5Y | +68.3% | -33.1% | +101.4% | +82.6% |
| All | +66.9% | +29.3% | +37.6% | +42.9% |
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