-15.6%
Z vs MKC
+25.8%
-41.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.1% |
| 7D | +0.8% | -3.0% | +3.8% | +1.8% |
| 30D | +5.2% | +4.8% | +0.4% | +4.2% |
| 3M | -17.0% | -12.8% | -4.2% | -13.5% |
| 6M | -22.7% | +5.0% | -27.7% | -23.5% |
| YTD | -56.3% | -29.1% | -27.3% | -52.4% |
| 1Y | -57.7% | -26.4% | -31.3% | -54.5% |
| 3Y | -16.5% | -21.6% | +5.1% | -12.8% |
| 5Y | -53.4% | -35.2% | -18.2% | -49.2% |
| All | -15.6% | +25.8% | -41.4% | -20.6% |
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