+195.5%
W vs MKC
+74.6%
+121.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -1.9% |
| 7D | -1.7% | -7.3% | +5.6% | +2.7% |
| 30D | +3.2% | +4.0% | -0.7% | +0.9% |
| 3M | +8.3% | -11.5% | +19.7% | +15.5% |
| 6M | +84.3% | +1.1% | +83.2% | +80.4% |
| YTD | +11.0% | -29.9% | +40.9% | +32.0% |
| 1Y | -0.2% | -27.0% | +26.8% | +15.7% |
| 3Y | +157.9% | -22.3% | +180.3% | +177.8% |
| 5Y | -56.8% | -36.0% | -20.8% | -47.0% |
| 10Y | +212.2% | +24.2% | +188.0% | +194.1% |
| All | +195.5% | +74.6% | +121.0% | +123.0% |
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