+2,926.4%
V vs MKC
+330.6%
+2,595.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -1.7% | -5.9% | +4.2% | +0.8% |
| 30D | +2.0% | -0.9% | +2.8% | +2.2% |
| 3M | +17.4% | +12.7% | +4.6% | +11.1% |
| 6M | +17.5% | -19.3% | +36.8% | +27.5% |
| YTD | +7.6% | -22.2% | +29.7% | +17.6% |
| 1Y | +7.7% | -23.3% | +31.1% | +18.2% |
| 3Y | +54.7% | -30.0% | +84.7% | +72.9% |
| 5Y | +73.0% | -33.8% | +106.8% | +93.0% |
| 10Y | +390.9% | +24.4% | +366.4% | +260.1% |
| All | +2,926.4% | +330.6% | +2,595.8% | +879.6% |
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 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