+1,802.9%
TER vs MKC
+29.3%
+1,773.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | +9.4% | -2.8% | +12.2% | +9.8% |
| 30D | -2.4% | -3.4% | +1.0% | -2.1% |
| 3M | +6.5% | +3.8% | +2.8% | +5.0% |
| 6M | +23.2% | -17.9% | +41.1% | +27.3% |
| YTD | +91.5% | -23.6% | +115.1% | +100.4% |
| 1Y | +214.8% | -23.1% | +237.9% | +227.6% |
| 3Y | +275.3% | -31.5% | +306.9% | +297.5% |
| 5Y | +211.9% | -33.1% | +245.0% | +224.8% |
| All | +1,802.9% | +29.3% | +1,773.6% | +1,577.7% |
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