-74.3%
GRAB vs MKC
-38.8%
-35.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -10.8% | -1.5% | -9.4% | -10.7% |
| 30D | -15.5% | -3.1% | -12.4% | -15.3% |
| 3M | -9.0% | +5.2% | -14.1% | -9.2% |
| 6M | -21.6% | -12.8% | -8.8% | -21.0% |
| YTD | -38.9% | -23.3% | -15.6% | -38.0% |
| 1Y | -44.8% | -24.1% | -20.7% | -44.0% |
| 3Y | -18.4% | -32.1% | +13.7% | -16.9% |
| 5Y | -71.6% | -32.8% | -38.8% | -71.5% |
| All | -74.3% | -38.8% | -35.5% | -74.8% |
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