+47.4%
TER vs MKC
-27.0%
+74.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -1.3% |
| 7D | +24.0% | -7.3% | +31.3% | +19.4% |
| 30D | -30.6% | +4.0% | -34.6% | -28.9% |
| 3M | -34.5% | -11.5% | -23.0% | -36.9% |
| 6M | -26.4% | +1.1% | -27.4% | -26.1% |
| YTD | +36.4% | -29.9% | +66.3% | +34.1% |
| 1Y | +47.4% | -27.0% | +74.4% | +49.1% |
| All | +47.4% | -27.0% | +74.4% | +49.1% |
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