-62.3%
W vs MKC
-34.7%
-27.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +5.9% | -4.3% | +10.2% | +8.2% |
| 30D | -3.0% | -3.1% | +0.1% | -1.7% |
| 3M | +40.3% | +6.8% | +33.5% | +34.8% |
| 6M | +32.2% | -18.3% | +50.6% | +45.9% |
| YTD | -0.3% | -23.1% | +22.8% | +12.3% |
| 1Y | +16.2% | -23.7% | +39.8% | +31.0% |
| 3Y | +40.7% | -31.0% | +71.7% | +68.8% |
| 5Y | -62.3% | -33.5% | -28.8% | -53.3% |
| All | -62.3% | -34.7% | -27.7% | -53.3% |
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