-2.8%
BLK vs MKC
-23.2%
+20.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -3.3% | -1.5% | -1.8% | -3.4% |
| 30D | -6.5% | -3.1% | -3.4% | -6.6% |
| 3M | +6.7% | +5.2% | +1.6% | +7.4% |
| 6M | +14.7% | -12.8% | +27.6% | +14.7% |
| YTD | +2.5% | -23.3% | +25.8% | +2.6% |
| 1Y | -2.8% | -24.1% | +21.3% | -2.4% |
| All | -2.8% | -23.2% | +20.4% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling