+31.8%
USB vs MKC
-22.0%
+53.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | 0.0% | +2.3% | -2.3% | -0.2% |
| 30D | +5.8% | +8.1% | -2.3% | +5.2% |
| 3M | -6.0% | -6.4% | +0.5% | -5.8% |
| 6M | +7.8% | +1.8% | +6.0% | +7.3% |
| YTD | +14.6% | -26.9% | +41.5% | +12.3% |
| 1Y | +31.8% | -21.7% | +53.5% | +27.2% |
| All | +31.8% | -22.0% | +53.8% | +27.2% |
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 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