-53.6%
Z vs MKC
-18.2%
-35.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.4% | +4.0% | +8.5% |
| 7D | +10.2% | +9.6% | +0.6% | +8.9% |
| 30D | +23.7% | +12.0% | +11.7% | +22.4% |
| 3M | -6.6% | -2.0% | -4.6% | -7.6% |
| 6M | -23.0% | +7.2% | -30.2% | -22.6% |
| YTD | -50.3% | -23.7% | -26.6% | -57.3% |
| 1Y | -53.6% | -18.3% | -35.3% | -60.1% |
| All | -53.6% | -18.2% | -35.4% | -60.1% |
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