+64.2%
T vs MKC
-34.7%
+98.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | -3.1% | -4.3% | +1.2% | -2.2% |
| 30D | +4.6% | -3.1% | +7.7% | +5.3% |
| 3M | +12.2% | +6.8% | +5.4% | +10.5% |
| 6M | -6.5% | -18.3% | +11.9% | -2.7% |
| YTD | +4.9% | -23.1% | +27.9% | +10.3% |
| 1Y | -10.5% | -23.7% | +13.2% | -5.8% |
| 3Y | +104.6% | -31.0% | +135.6% | +120.4% |
| 5Y | +64.2% | -33.5% | +97.7% | +73.4% |
| All | +64.2% | -34.7% | +98.9% | +73.4% |
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 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