+638.0%
XYZ vs MKC
+25.4%
+612.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | +14.9% | -1.9% | +16.8% | +15.9% |
| 30D | +14.7% | +8.0% | +6.7% | +11.5% |
| 3M | +12.1% | -8.6% | +20.7% | +15.6% |
| 6M | +18.3% | +1.1% | +17.3% | +17.0% |
| YTD | +36.1% | -27.7% | +63.7% | +51.4% |
| 1Y | +35.3% | -23.7% | +59.0% | +47.2% |
| 3Y | +73.5% | -19.4% | +92.9% | +77.7% |
| 5Y | -61.6% | -33.3% | -28.3% | -58.2% |
| 10Y | +638.0% | +24.0% | +614.0% | +531.5% |
| All | +638.0% | +25.4% | +612.6% | +531.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling