+83.6%
USB vs MKC
+25.5%
+58.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.5% | -7.0% | +6.5% | +1.6% |
| 30D | +5.7% | +4.1% | +1.6% | +4.4% |
| 3M | -4.7% | -10.3% | +5.6% | -2.0% |
| 6M | +13.4% | +1.7% | +11.7% | +12.1% |
| YTD | +17.0% | -29.1% | +46.1% | +27.8% |
| 1Y | +32.4% | -26.0% | +58.4% | +42.5% |
| 3Y | +101.7% | -21.5% | +123.1% | +109.3% |
| 5Y | +24.4% | -35.0% | +59.5% | +34.7% |
| 10Y | +83.6% | +25.6% | +58.0% | +78.2% |
| All | +83.6% | +25.5% | +58.1% | +78.2% |
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 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