+33.0%
BLK vs MKC
-33.0%
+66.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -3.3% | -1.5% | -1.8% | -3.0% |
| 30D | -6.5% | -3.1% | -3.4% | -5.9% |
| 3M | +6.7% | +5.2% | +1.6% | +5.2% |
| 6M | +14.7% | -12.8% | +27.6% | +18.2% |
| YTD | +2.5% | -23.3% | +25.8% | +8.7% |
| 1Y | -2.8% | -24.1% | +21.3% | +3.2% |
| 3Y | +65.9% | -32.1% | +98.0% | +81.7% |
| All | +33.0% | -33.0% | +66.0% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling