-39.0%
U vs MKC
-38.5%
-0.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -3.8% | -5.9% | +2.1% | -2.7% |
| 30D | +17.5% | -0.9% | +18.3% | +17.7% |
| 3M | +38.7% | +12.7% | +26.0% | +35.5% |
| 6M | +104.4% | -19.3% | +123.7% | +112.7% |
| YTD | -5.7% | -22.2% | +16.5% | -1.7% |
| 1Y | +3.7% | -23.3% | +27.0% | +8.1% |
| 3Y | +12.3% | -30.0% | +42.3% | +19.5% |
| 5Y | -68.8% | -33.8% | -35.1% | -67.3% |
| All | -39.0% | -38.5% | -0.6% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling