+12,882.1%
BLK vs MKC
+991.6%
+11,890.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -3.3% | -1.5% | -1.8% | -2.7% |
| 30D | -6.5% | -3.1% | -3.4% | -5.4% |
| 3M | +6.7% | +5.2% | +1.6% | +3.8% |
| 6M | +14.7% | -12.8% | +27.6% | +19.8% |
| YTD | +2.5% | -23.3% | +25.8% | +12.0% |
| 1Y | -2.8% | -24.1% | +21.3% | +6.3% |
| 3Y | +65.9% | -32.1% | +98.0% | +86.5% |
| 5Y | +33.0% | -32.8% | +65.8% | +47.3% |
| 10Y | +281.2% | +29.9% | +251.3% | +201.0% |
| All | +12,882.1% | +991.6% | +11,890.5% | +5,311.0% |
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