+78.9%
INFY vs MKC
+29.9%
+49.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.4% |
| 7D | -5.4% | -1.5% | -3.9% | -5.1% |
| 30D | -9.9% | -3.1% | -6.7% | -9.2% |
| 3M | -4.6% | +5.2% | -9.8% | -5.7% |
| 6M | -18.5% | -12.8% | -5.6% | -16.1% |
| YTD | -36.5% | -23.3% | -13.2% | -33.1% |
| 1Y | -32.8% | -24.1% | -8.6% | -29.0% |
| 3Y | -32.2% | -32.1% | -0.1% | -27.2% |
| 5Y | -44.7% | -32.8% | -11.9% | -41.6% |
| All | +78.9% | +29.9% | +49.0% | +58.2% |
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