-16.0%
Z vs MKC
+21.5%
-37.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -4.8% |
| 7D | -6.5% | -2.4% | -4.0% | -5.6% |
| 30D | -0.1% | +5.4% | -5.5% | -1.2% |
| 3M | -14.1% | -11.1% | -3.0% | -10.9% |
| 6M | -30.1% | -1.4% | -28.7% | -29.6% |
| YTD | -57.5% | -29.4% | -28.1% | -53.7% |
| 1Y | -60.3% | -24.7% | -35.6% | -57.7% |
| 3Y | -21.0% | -21.8% | +0.8% | -17.5% |
| 5Y | -54.9% | -36.0% | -18.9% | -50.7% |
| 10Y | -16.0% | +24.9% | -41.0% | -20.9% |
| All | -16.0% | +21.5% | -37.5% | -20.9% |
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