+411.8%
GE vs MKC
-35.5%
+447.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +2.7% | -3.0% | +5.6% | +3.0% |
| 30D | +8.1% | +4.8% | +3.3% | +7.4% |
| 3M | -7.9% | -12.8% | +5.0% | -6.4% |
| 6M | +12.9% | +5.0% | +7.9% | +11.4% |
| YTD | +8.2% | -29.1% | +37.2% | +13.2% |
| 1Y | +9.7% | -26.4% | +36.1% | +14.1% |
| 3Y | +266.1% | -21.6% | +287.7% | +271.1% |
| All | +411.8% | -35.5% | +447.3% | +448.4% |
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 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