+91.5%
USB vs MKC
-18.6%
+110.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.1% |
| 7D | 0.0% | +2.3% | -2.3% | -0.4% |
| 30D | +5.8% | +8.1% | -2.3% | +4.3% |
| 3M | -6.0% | -6.4% | +0.5% | -5.1% |
| 6M | +7.8% | +1.8% | +6.0% | +6.9% |
| YTD | +14.6% | -26.9% | +41.5% | +20.4% |
| 1Y | +31.8% | -21.7% | +53.5% | +35.9% |
| 3Y | +91.5% | -18.7% | +110.3% | +86.8% |
| All | +91.5% | -18.6% | +110.1% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling