-74.5%
U vs MKC
-36.0%
-38.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +2.8% | -7.3% | +10.1% | +3.9% |
| 30D | +7.6% | +4.0% | +3.6% | +6.7% |
| 3M | +12.7% | -11.5% | +24.1% | +14.7% |
| 6M | +87.0% | +1.1% | +85.9% | +86.0% |
| YTD | +13.6% | -29.9% | +43.5% | +19.4% |
| 1Y | +25.3% | -27.0% | +52.3% | +30.1% |
| 3Y | +85.8% | -22.3% | +108.1% | +84.3% |
| 5Y | -74.5% | -36.0% | -38.5% | -67.7% |
| All | -74.5% | -36.0% | -38.4% | -67.7% |
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 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