+22.0%
USB vs MKC
-32.7%
+54.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | 0.0% | +2.3% | -2.3% | -0.5% |
| 30D | +5.8% | +8.1% | -2.3% | +4.0% |
| 3M | -6.0% | -6.4% | +0.5% | -4.8% |
| 6M | +7.8% | +1.8% | +6.0% | +6.8% |
| YTD | +14.6% | -26.9% | +41.5% | +21.8% |
| 1Y | +31.8% | -21.7% | +53.5% | +37.3% |
| 3Y | +91.5% | -18.7% | +110.3% | +95.1% |
| All | +22.0% | -32.7% | +54.7% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling