+384.8%
V vs MKC
+26.7%
+358.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.9% | -4.3% | +1.4% | -1.6% |
| 30D | +1.9% | -3.1% | +5.0% | +2.8% |
| 3M | +13.2% | +6.8% | +6.4% | +10.7% |
| 6M | +16.7% | -18.3% | +35.1% | +23.6% |
| YTD | +5.4% | -23.1% | +28.4% | +13.1% |
| 1Y | +7.7% | -23.7% | +31.3% | +15.7% |
| 3Y | +52.0% | -31.0% | +83.0% | +67.0% |
| 5Y | +67.7% | -33.5% | +101.3% | +83.0% |
| 10Y | +384.8% | +30.3% | +354.5% | +319.8% |
| All | +384.8% | +26.7% | +358.1% | +319.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling