+143.5%
WBD vs MKC
-31.7%
+175.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | -0.6% | -2.8% | +2.2% | +0.2% |
| 30D | +4.2% | -3.4% | +7.6% | +5.1% |
| 3M | +7.5% | +3.8% | +3.7% | +6.0% |
| 6M | +1.6% | -17.9% | +19.5% | +8.0% |
| YTD | -2.2% | -23.6% | +21.5% | +6.3% |
| 1Y | +124.9% | -23.1% | +148.0% | +142.4% |
| All | +143.5% | -31.7% | +175.2% | +163.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling