+198.3%
W vs MKC
+75.7%
+122.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -2.3% |
| 7D | +1.1% | -2.4% | +3.5% | +2.7% |
| 30D | +6.4% | +5.4% | +1.0% | +3.1% |
| 3M | +9.0% | -11.1% | +20.1% | +15.9% |
| 6M | +69.8% | -1.4% | +71.2% | +68.8% |
| YTD | +12.1% | -29.4% | +41.5% | +32.7% |
| 1Y | 0.0% | -24.7% | +24.7% | +13.7% |
| 3Y | +160.3% | -21.8% | +182.2% | +179.3% |
| 5Y | -53.3% | -36.0% | -17.3% | -42.7% |
| 10Y | +217.0% | +24.9% | +192.0% | +197.5% |
| All | +198.3% | +75.7% | +122.6% | +124.2% |
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 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