+72.6%
XYZ vs MKC
-18.6%
+91.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.3% |
| 7D | +12.1% | +2.3% | +9.8% | +11.9% |
| 30D | +12.4% | +8.1% | +4.3% | +11.3% |
| 3M | +8.2% | -6.4% | +14.6% | +9.0% |
| 6M | +20.7% | +1.8% | +18.9% | +20.3% |
| YTD | +31.3% | -26.9% | +58.2% | +36.7% |
| 1Y | +20.5% | -21.7% | +42.2% | +23.7% |
| 3Y | +72.6% | -18.7% | +91.3% | +66.1% |
| All | +72.6% | -18.6% | +91.2% | +66.1% |
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 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