+8,200.6%
USB vs MKC
+3,305.8%
+4,894.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +0.4% |
| 7D | +2.4% | +9.6% | -7.2% | -0.2% |
| 30D | +6.6% | +12.0% | -5.5% | +3.2% |
| 3M | -4.1% | -2.0% | -2.1% | -3.8% |
| 6M | +12.5% | +7.2% | +5.3% | +9.7% |
| YTD | +17.6% | -23.7% | +41.4% | +25.0% |
| 1Y | +36.5% | -18.3% | +54.8% | +42.2% |
| 3Y | +95.4% | -15.6% | +111.0% | +99.4% |
| 5Y | +26.1% | -30.0% | +56.1% | +33.9% |
| 10Y | +101.3% | +32.4% | +68.9% | +76.1% |
| All | +8,200.6% | +3,305.8% | +4,894.8% | +4,094.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling