+62.6%
XYZ vs MKC
-21.4%
+84.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.6% |
| 7D | -1.1% | -3.0% | +1.9% | -0.6% |
| 30D | +11.5% | +4.8% | +6.7% | +11.0% |
| 3M | +1.8% | -12.8% | +14.6% | +3.6% |
| 6M | +21.2% | +5.0% | +16.2% | +20.5% |
| YTD | +29.9% | -29.1% | +59.0% | +35.8% |
| 1Y | +35.8% | -26.4% | +62.2% | +40.8% |
| 3Y | +62.6% | -21.6% | +84.2% | +59.3% |
| All | +62.6% | -21.4% | +84.0% | +59.3% |
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