-23.0%
IDXX vs MKC
-33.0%
+10.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -5.7% | -1.5% | -4.3% | -5.4% |
| 30D | -11.5% | -3.1% | -8.4% | -10.8% |
| 3M | -9.5% | +5.2% | -14.7% | -10.8% |
| 6M | -16.0% | -12.8% | -3.1% | -13.1% |
| YTD | -25.4% | -23.3% | -2.1% | -20.4% |
| 1Y | -21.8% | -24.1% | +2.3% | -16.4% |
| 3Y | +7.0% | -32.1% | +39.1% | +17.9% |
| All | -23.0% | -33.0% | +10.1% | -12.3% |
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