+152.0%
GE vs MKC
+25.8%
+126.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +2.7% | -3.0% | +5.6% | +3.3% |
| 30D | +8.1% | +4.8% | +3.3% | +6.9% |
| 3M | -7.9% | -12.8% | +5.0% | -5.5% |
| 6M | +12.9% | +5.0% | +7.9% | +10.7% |
| YTD | +8.2% | -29.1% | +37.2% | +15.5% |
| 1Y | +9.7% | -26.4% | +36.1% | +16.1% |
| 3Y | +266.1% | -21.6% | +287.7% | +274.5% |
| 5Y | +407.4% | -35.2% | +442.6% | +437.2% |
| All | +152.0% | +25.8% | +126.1% | +133.6% |
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 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