-32.2%
INFY vs MKC
-31.4%
-0.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.4% |
| 7D | -5.4% | -1.5% | -3.9% | -5.2% |
| 30D | -9.9% | -3.1% | -6.7% | -9.5% |
| 3M | -4.6% | +5.2% | -9.8% | -5.0% |
| 6M | -18.5% | -12.8% | -5.6% | -17.4% |
| YTD | -36.5% | -23.3% | -13.2% | -34.9% |
| 1Y | -32.8% | -24.1% | -8.6% | -31.0% |
| 3Y | -32.2% | -32.1% | -0.1% | -31.6% |
| All | -32.2% | -31.4% | -0.8% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling