+484.0%
V vs MKC
+25.8%
+458.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +0.9% | -3.0% | +3.9% | +1.9% |
| 30D | +9.0% | +4.8% | +4.2% | +7.3% |
| 3M | +16.7% | -12.8% | +29.6% | +21.4% |
| 6M | +33.4% | +5.0% | +28.4% | +30.7% |
| YTD | +22.4% | -29.1% | +51.4% | +34.4% |
| 1Y | +27.7% | -26.4% | +54.1% | +38.4% |
| 3Y | +78.0% | -21.6% | +99.6% | +85.5% |
| 5Y | +108.5% | -35.2% | +143.8% | +127.3% |
| All | +484.0% | +25.8% | +458.2% | +408.2% |
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