-22.7%
U vs MKC
-43.9%
+21.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.1% | +5.0% |
| 7D | +2.6% | -3.0% | +5.5% | +3.1% |
| 30D | +27.6% | +4.8% | +22.7% | +26.2% |
| 3M | +15.3% | -12.8% | +28.2% | +18.1% |
| 6M | +96.4% | +5.0% | +91.4% | +93.7% |
| YTD | +19.6% | -29.1% | +48.6% | +26.5% |
| 1Y | +42.1% | -26.4% | +68.5% | +48.5% |
| 3Y | +87.5% | -21.6% | +109.2% | +87.0% |
| 5Y | -73.1% | -35.2% | -37.9% | -72.3% |
| All | -22.7% | -43.9% | +21.2% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling