+36.3%
HBAN vs MKC
-33.0%
+69.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | -5.6% | -3.1% | -2.5% | -5.1% |
| 3M | -1.1% | +5.2% | -6.3% | -2.4% |
| 6M | +9.9% | -12.8% | +22.7% | +12.5% |
| YTD | -0.9% | -23.3% | +22.3% | +3.8% |
| 1Y | -1.4% | -24.1% | +22.7% | +3.5% |
| 3Y | +78.2% | -32.1% | +110.3% | +89.7% |
| All | +36.3% | -33.0% | +69.3% | +41.1% |
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