-35.5%
DOW vs MKC
-33.9%
-1.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | -2.4% | -2.8% | +0.4% | -1.6% |
| 30D | -4.1% | -3.4% | -0.7% | -3.3% |
| 3M | -12.4% | +3.8% | -16.2% | -13.6% |
| 6M | -10.6% | -17.9% | +7.3% | -5.6% |
| YTD | +31.1% | -23.6% | +54.7% | +41.5% |
| 1Y | +30.5% | -23.1% | +53.6% | +40.2% |
| 3Y | -34.4% | -31.5% | -2.9% | -26.8% |
| 5Y | -35.5% | -33.1% | -2.4% | -31.9% |
| All | -35.5% | -33.9% | -1.6% | -31.9% |
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