+277.2%
TER vs MKC
-29.9%
+307.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.6% | +4.1% |
| 7D | +11.0% | -4.3% | +15.3% | +10.0% |
| 30D | -1.9% | -2.0% | +0.1% | -2.2% |
| 3M | -0.7% | +10.0% | -10.7% | +0.7% |
| 6M | +36.4% | -18.5% | +54.9% | +37.7% |
| YTD | +92.4% | -22.4% | +114.9% | +93.9% |
| 1Y | +213.5% | -23.6% | +237.2% | +217.6% |
| 3Y | +277.2% | -30.4% | +307.7% | +304.1% |
| All | +277.2% | -29.9% | +307.1% | +304.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling