+98.3%
USB vs MKC
-29.9%
+128.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.4% | -5.9% | +7.3% | +2.6% |
| 30D | -1.3% | -0.9% | -0.4% | -1.2% |
| 3M | +15.2% | +12.7% | +2.5% | +12.2% |
| 6M | +18.8% | -19.3% | +38.1% | +23.9% |
| YTD | +21.0% | -22.2% | +43.2% | +26.7% |
| 1Y | +34.0% | -23.3% | +57.4% | +40.7% |
| All | +98.3% | -29.9% | +128.1% | +109.3% |
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