+11.9%
U vs MKC
-31.2%
+43.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +4.4% | -4.3% | +8.7% | +4.6% |
| 30D | -1.3% | -3.1% | +1.8% | -1.1% |
| 3M | +49.6% | +6.8% | +42.8% | +49.3% |
| 6M | +100.2% | -18.3% | +118.5% | +101.2% |
| YTD | -3.7% | -23.1% | +19.4% | -2.9% |
| 1Y | -6.5% | -23.7% | +17.2% | -5.7% |
| All | +11.9% | -31.2% | +43.1% | +16.6% |
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