+47.4%
TER vs MKC
-25.8%
+73.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -4.8% |
| 7D | +14.4% | -3.0% | +17.3% | +12.7% |
| 30D | -30.6% | +4.8% | -35.4% | -28.5% |
| 3M | -39.2% | -12.8% | -26.4% | -41.7% |
| 6M | -31.3% | +5.0% | -36.3% | -30.7% |
| YTD | +29.1% | -29.1% | +58.1% | +28.3% |
| 1Y | +47.4% | -26.4% | +73.8% | +50.2% |
| All | +47.4% | -25.8% | +73.2% | +50.2% |
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