+9.2%
Z vs MKC
+53.3%
-44.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.8% | -9.8% | -10.4% |
| 7D | -2.3% | +7.0% | -9.2% | -4.2% |
| 30D | +9.4% | +11.4% | -2.1% | +6.1% |
| 3M | -16.1% | -3.7% | -12.4% | -15.0% |
| 6M | -30.4% | +5.3% | -35.7% | -31.5% |
| YTD | -55.6% | -24.4% | -31.2% | -52.4% |
| 1Y | -58.5% | -19.7% | -38.9% | -56.5% |
| 3Y | -19.6% | -16.3% | -3.4% | -17.7% |
| 5Y | -54.1% | -30.5% | -23.6% | -51.0% |
| 10Y | -12.1% | +31.3% | -43.4% | -26.7% |
| All | +9.2% | +53.3% | -44.1% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling