+2,580.5%
UL vs MKC
+3,336.7%
-756.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.4% |
| 7D | -3.2% | -4.3% | +1.1% | -2.0% |
| 30D | -0.6% | -3.1% | +2.5% | +0.2% |
| 3M | +9.4% | +6.8% | +2.6% | +7.3% |
| 6M | -4.1% | -18.3% | +14.2% | +1.0% |
| YTD | -2.0% | -23.1% | +21.1% | +4.7% |
| 1Y | -9.0% | -23.7% | +14.7% | -2.7% |
| 3Y | +21.8% | -31.0% | +52.8% | +32.3% |
| 5Y | +20.6% | -33.5% | +54.1% | +30.7% |
| 10Y | +67.7% | +30.3% | +37.5% | +49.9% |
| All | +2,580.5% | +3,336.7% | -756.2% | +1,224.7% |
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 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