+32.6%
XYZ vs MKC
-23.7%
+56.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.7% |
| 7D | +14.9% | -1.9% | +16.8% | +15.1% |
| 30D | +14.7% | +8.0% | +6.7% | +14.4% |
| 3M | +12.1% | -8.6% | +20.7% | +12.5% |
| 6M | +18.3% | +1.1% | +17.3% | +18.7% |
| YTD | +36.1% | -27.7% | +63.7% | +37.5% |
| All | +32.6% | -23.7% | +56.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling