-29.9%
COMP vs MKC
-33.7%
+3.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +1.4% | -5.9% | +7.2% | +4.2% |
| 30D | -13.3% | -0.9% | -12.5% | -13.0% |
| 3M | +41.1% | +12.7% | +28.4% | +32.2% |
| 6M | +17.2% | -19.3% | +36.5% | +29.7% |
| YTD | +5.2% | -22.2% | +27.4% | +17.3% |
| 1Y | +18.9% | -23.3% | +42.3% | +33.5% |
| 3Y | +215.9% | -30.0% | +245.9% | +268.9% |
| All | -29.9% | -33.7% | +3.8% | -14.5% |
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