+567.0%
WDC vs MKC
-35.5%
+602.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -4.9% |
| 7D | +12.1% | -3.0% | +15.1% | +11.8% |
| 30D | -18.8% | +4.8% | -23.6% | -18.5% |
| 3M | -39.3% | -12.8% | -26.5% | -39.5% |
| 6M | -40.1% | +5.0% | -45.1% | -40.5% |
| YTD | +71.8% | -29.1% | +100.9% | +77.1% |
| 1Y | +88.5% | -26.4% | +114.9% | +93.1% |
| 3Y | +770.0% | -21.6% | +791.6% | +759.4% |
| All | +567.0% | -35.5% | +602.5% | +639.7% |
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 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