+68.5%
COST vs MKC
-31.4%
+99.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | -1.2% | -1.5% | +0.3% | -1.0% |
| 30D | -4.7% | -3.1% | -1.6% | -4.3% |
| 3M | -7.1% | +5.2% | -12.3% | -7.6% |
| 6M | -8.5% | -12.8% | +4.3% | -7.1% |
| YTD | +5.4% | -23.3% | +28.7% | +8.7% |
| 1Y | -5.6% | -24.1% | +18.5% | -2.5% |
| 3Y | +68.5% | -32.1% | +100.6% | +78.4% |
| All | +68.5% | -31.4% | +99.9% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling