+78.2%
U vs MKC
-22.3%
+100.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +2.8% | -7.3% | +10.1% | +2.8% |
| 30D | +7.6% | +4.0% | +3.6% | +7.5% |
| 3M | +12.7% | -11.5% | +24.1% | +13.1% |
| 6M | +87.0% | +1.1% | +85.9% | +87.6% |
| YTD | +13.6% | -29.9% | +43.5% | +13.7% |
| 1Y | +25.3% | -27.0% | +52.3% | +24.5% |
| All | +78.2% | -22.3% | +100.5% | +69.7% |
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 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