+199.8%
TER vs MKC
-23.4%
+223.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.0% |
| 7D | +0.6% | -5.9% | +6.5% | -2.4% |
| 30D | -8.3% | -0.9% | -7.4% | -8.5% |
| 3M | -12.2% | +12.7% | -25.0% | -7.3% |
| 6M | +17.0% | -19.3% | +36.3% | +15.3% |
| YTD | +84.6% | -22.2% | +106.8% | +76.4% |
| 1Y | +199.8% | -23.3% | +223.1% | +195.4% |
| All | +199.8% | -23.4% | +223.2% | +195.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling