+219.1%
TER vs MKC
-33.2%
+252.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.6% | +4.2% |
| 7D | +11.0% | -4.3% | +15.3% | +10.7% |
| 30D | -1.9% | -2.0% | +0.1% | -2.0% |
| 3M | -0.7% | +10.0% | -10.7% | -0.7% |
| 6M | +36.4% | -18.5% | +54.9% | +38.8% |
| YTD | +92.4% | -22.4% | +114.9% | +96.2% |
| 1Y | +213.5% | -23.6% | +237.2% | +220.4% |
| 3Y | +277.2% | -30.4% | +307.7% | +289.6% |
| 5Y | +219.1% | -34.2% | +253.3% | +230.2% |
| All | +219.1% | -33.2% | +252.4% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling