+604.5%
XYZ vs MKC
+26.7%
+577.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -3.7% | -4.3% | +0.6% | -2.1% |
| 30D | +0.5% | -3.1% | +3.6% | +1.6% |
| 3M | +16.3% | +6.8% | +9.4% | +12.9% |
| 6M | +21.1% | -18.3% | +39.5% | +30.0% |
| YTD | +22.0% | -23.1% | +45.0% | +32.8% |
| 1Y | +5.2% | -23.7% | +28.8% | +14.5% |
| 3Y | +49.6% | -31.0% | +80.6% | +66.4% |
| 5Y | -68.4% | -33.5% | -34.9% | -65.2% |
| 10Y | +604.5% | +30.3% | +574.3% | +489.5% |
| All | +604.5% | +26.7% | +577.9% | +489.5% |
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