+25.7%
USB vs MKC
-35.5%
+61.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | +2.6% | -3.0% | +5.6% | +3.3% |
| 30D | +8.4% | +4.8% | +3.6% | +7.2% |
| 3M | -5.5% | -12.8% | +7.3% | -2.9% |
| 6M | +17.7% | +5.0% | +12.7% | +15.8% |
| YTD | +17.6% | -29.1% | +46.6% | +25.8% |
| 1Y | +33.9% | -26.4% | +60.3% | +41.7% |
| 3Y | +103.8% | -21.6% | +125.4% | +109.3% |
| All | +25.7% | -35.5% | +61.2% | +36.6% |
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 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