+152.3%
W vs MKC
+29.3%
+123.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.2% |
| 7D | +0.5% | -2.8% | +3.3% | +2.2% |
| 30D | -5.6% | -3.4% | -2.2% | -3.8% |
| 3M | +41.9% | +3.8% | +38.1% | +37.8% |
| 6M | +30.2% | -17.9% | +48.2% | +44.3% |
| YTD | -2.9% | -23.6% | +20.7% | +10.6% |
| 1Y | +11.6% | -23.1% | +34.7% | +26.1% |
| 3Y | +37.0% | -31.5% | +68.5% | +64.3% |
| 5Y | -62.8% | -33.1% | -29.8% | -55.1% |
| All | +152.3% | +29.3% | +123.0% | +149.7% |
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 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