-14.5%
Z vs MKC
+25.4%
-39.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.1% |
| 7D | -5.2% | -1.9% | -3.2% | -4.5% |
| 30D | +5.7% | +8.0% | -2.3% | +3.7% |
| 3M | -8.7% | -8.6% | -0.1% | -6.1% |
| 6M | -26.0% | +1.1% | -27.0% | -26.1% |
| YTD | -55.0% | -27.7% | -27.4% | -51.3% |
| 1Y | -58.0% | -23.7% | -34.3% | -55.4% |
| 3Y | -15.2% | -19.4% | +4.2% | -12.2% |
| 5Y | -53.8% | -33.3% | -20.5% | -50.1% |
| 10Y | -14.5% | +24.0% | -38.5% | -20.0% |
| All | -14.5% | +25.4% | -39.9% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling