+533.2%
XYZ vs MKC
+51.2%
+482.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.4% |
| 7D | -1.0% | -5.9% | +4.9% | +1.2% |
| 30D | -1.7% | -0.9% | -0.8% | -1.5% |
| 3M | +16.7% | +12.7% | +4.0% | +11.2% |
| 6M | +26.9% | -19.3% | +46.2% | +36.4% |
| YTD | +27.1% | -22.2% | +49.3% | +37.5% |
| 1Y | +9.3% | -23.3% | +32.6% | +18.5% |
| 3Y | +42.3% | -30.0% | +72.3% | +56.8% |
| 5Y | -69.3% | -33.8% | -35.6% | -66.2% |
| 10Y | +586.8% | +24.4% | +562.4% | +498.0% |
| All | +533.2% | +51.2% | +482.0% | +444.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling