+32.4%
USB vs MKC
-24.7%
+57.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.5% | -7.0% | +6.5% | +0.2% |
| 30D | +5.7% | +4.1% | +1.6% | +5.4% |
| 3M | -4.7% | -10.3% | +5.6% | -4.2% |
| 6M | +13.4% | +1.7% | +11.7% | +13.3% |
| YTD | +17.0% | -29.1% | +46.1% | +14.9% |
| 1Y | +32.4% | -26.0% | +58.4% | +28.9% |
| All | +32.4% | -24.7% | +57.1% | +28.9% |
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