+79.8%
USB vs MKC
+24.3%
+55.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.1% |
| 7D | +1.2% | -7.3% | +8.5% | +3.4% |
| 30D | +6.3% | +4.0% | +2.3% | +5.0% |
| 3M | -6.1% | -11.5% | +5.3% | -3.1% |
| 6M | +13.0% | +1.1% | +11.9% | +11.9% |
| YTD | +16.6% | -29.9% | +46.4% | +27.7% |
| 1Y | +31.1% | -27.0% | +58.1% | +41.7% |
| 3Y | +100.9% | -22.3% | +123.2% | +109.2% |
| 5Y | +24.5% | -36.0% | +60.5% | +35.5% |
| All | +79.8% | +24.3% | +55.4% | +75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling