+31.1%
USB vs MKC
-27.0%
+58.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.3% |
| 7D | +1.2% | -7.3% | +8.5% | +2.0% |
| 30D | +6.3% | +4.0% | +2.3% | +6.0% |
| 3M | -6.1% | -11.5% | +5.3% | -5.5% |
| 6M | +13.0% | +1.1% | +11.9% | +13.0% |
| YTD | +16.6% | -29.9% | +46.4% | +14.5% |
| 1Y | +31.1% | -27.0% | +58.1% | +27.6% |
| All | +31.1% | -27.0% | +58.1% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling