-24.5%
Z vs MKC
-21.6%
-2.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.8% |
| 7D | -3.0% | -5.9% | +2.9% | -1.1% |
| 30D | -4.2% | -0.9% | -3.3% | -3.6% |
| 3M | -3.7% | +12.7% | -16.4% | -5.5% |
| 6M | -24.5% | -19.3% | -5.2% | -23.8% |
| All | -24.5% | -21.6% | -2.9% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling