+84.9%
USB vs MKC
+21.5%
+63.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.4% |
| 7D | +1.4% | -2.4% | +3.9% | +2.1% |
| 30D | +6.4% | +5.4% | +1.1% | +4.7% |
| 3M | -4.5% | -11.1% | +6.7% | -1.5% |
| 6M | +11.4% | -1.4% | +12.8% | +11.1% |
| YTD | +17.1% | -29.4% | +46.5% | +28.1% |
| 1Y | +32.6% | -24.7% | +57.3% | +41.9% |
| 3Y | +101.8% | -21.8% | +123.7% | +109.8% |
| 5Y | +25.1% | -36.0% | +61.1% | +36.2% |
| 10Y | +84.9% | +24.9% | +59.9% | +79.6% |
| All | +84.9% | +21.5% | +63.4% | +79.6% |
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