+163.6%
W vs MKC
+93.8%
+69.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.1% |
| 7D | -4.2% | -5.9% | +1.7% | -0.8% |
| 30D | -7.6% | -0.9% | -6.7% | -7.3% |
| 3M | +37.2% | +12.7% | +24.4% | +26.9% |
| 6M | +26.3% | -19.3% | +45.6% | +41.2% |
| YTD | -1.0% | -22.2% | +21.2% | +11.3% |
| 1Y | +20.1% | -23.3% | +43.4% | +35.9% |
| 3Y | +37.8% | -30.0% | +67.8% | +62.3% |
| 5Y | -63.7% | -33.8% | -29.9% | -55.9% |
| 10Y | +156.3% | +24.4% | +131.9% | +137.4% |
| All | +163.6% | +93.8% | +69.8% | +88.0% |
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