-68.3%
U vs MKC
-34.7%
-33.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +4.4% | -4.3% | +8.7% | +5.1% |
| 30D | -1.3% | -3.1% | +1.8% | -0.8% |
| 3M | +49.6% | +6.8% | +42.8% | +47.9% |
| 6M | +100.2% | -18.3% | +118.5% | +106.6% |
| YTD | -3.7% | -23.1% | +19.4% | -0.1% |
| 1Y | -6.5% | -23.7% | +17.2% | -3.1% |
| 3Y | +12.9% | -31.0% | +43.9% | +19.7% |
| 5Y | -68.3% | -33.5% | -34.8% | -62.3% |
| All | -68.3% | -34.7% | -33.6% | -62.3% |
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