-50.4%
COMP vs MKC
-40.2%
-10.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -6.4% |
| 7D | +7.2% | -2.4% | +9.6% | +8.3% |
| 30D | +6.4% | +5.4% | +1.0% | +4.0% |
| 3M | -19.4% | -11.1% | -8.3% | -15.4% |
| 6M | +14.6% | -1.4% | +16.0% | +13.8% |
| YTD | -5.5% | -29.4% | +23.9% | +9.1% |
| 1Y | +13.7% | -24.7% | +38.4% | +26.1% |
| 3Y | +409.7% | -21.8% | +431.5% | +442.9% |
| 5Y | -17.0% | -36.0% | +19.0% | +12.4% |
| All | -50.4% | -40.2% | -10.3% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling