-27.5%
DOW vs MKC
-35.5%
+8.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +5.2% | -3.0% | +8.2% | +6.0% |
| 30D | +13.2% | +4.8% | +8.4% | +11.5% |
| 3M | +10.1% | -12.8% | +22.9% | +13.8% |
| 6M | -13.1% | +5.0% | -18.1% | -15.0% |
| YTD | +46.1% | -29.1% | +75.2% | +60.3% |
| 1Y | +50.0% | -26.4% | +76.4% | +62.2% |
| 3Y | -20.2% | -21.6% | +1.4% | -15.1% |
| All | -27.5% | -35.5% | +8.0% | -16.6% |
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