+92.5%
USB vs MKC
-15.8%
+108.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -1.5% | +7.0% | -8.4% | -2.7% |
| 30D | +4.3% | +11.4% | -7.1% | +2.2% |
| 3M | -6.1% | -3.7% | -2.4% | -5.7% |
| 6M | +9.4% | +5.3% | +4.1% | +7.9% |
| YTD | +15.2% | -24.4% | +39.5% | +20.3% |
| 1Y | +32.8% | -19.7% | +52.4% | +36.3% |
| All | +92.5% | -15.8% | +108.3% | +86.6% |
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 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