+103.5%
V vs MKC
-35.1%
+138.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.7% |
| 7D | +0.6% | -2.4% | +3.0% | +1.1% |
| 30D | +9.7% | +5.4% | +4.4% | +8.6% |
| 3M | +17.3% | -11.1% | +28.4% | +19.8% |
| 6M | +33.2% | -1.4% | +34.6% | +33.3% |
| YTD | +21.3% | -29.4% | +50.8% | +29.0% |
| 1Y | +27.3% | -24.7% | +52.1% | +33.4% |
| 3Y | +76.1% | -21.8% | +97.9% | +82.4% |
| 5Y | +103.5% | -36.0% | +139.5% | +128.7% |
| All | +103.5% | -35.1% | +138.6% | +128.7% |
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