+14,183.4%
TER vs MKC
+3,376.8%
+10,806.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.4% | +5.8% |
| 7D | +0.6% | -5.9% | +6.5% | +2.4% |
| 30D | -8.3% | -0.9% | -7.4% | -8.3% |
| 3M | -12.2% | +12.7% | -24.9% | -16.7% |
| 6M | +17.1% | -19.3% | +36.4% | +22.7% |
| YTD | +84.7% | -22.2% | +106.8% | +94.9% |
| 1Y | +199.9% | -23.3% | +223.3% | +216.0% |
| 3Y | +232.8% | -30.0% | +262.8% | +253.8% |
| 5Y | +198.6% | -33.8% | +232.3% | +216.5% |
| 10Y | +1,669.7% | +24.4% | +1,645.3% | +1,365.9% |
| All | +14,183.4% | +3,376.8% | +10,806.7% | +4,890.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling