+188.3%
ITW vs MKC
+29.9%
+158.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.7% | -1.5% | +0.7% | -0.2% |
| 30D | -8.3% | -3.1% | -5.2% | -7.4% |
| 3M | +6.0% | +5.2% | +0.8% | +3.8% |
| 6M | 0.0% | -12.8% | +12.8% | +4.1% |
| YTD | +10.2% | -23.3% | +33.5% | +19.7% |
| 1Y | +3.2% | -24.1% | +27.3% | +12.2% |
| 3Y | +21.0% | -32.1% | +53.1% | +35.3% |
| 5Y | +37.9% | -32.8% | +70.7% | +52.6% |
| All | +188.3% | +29.9% | +158.4% | +162.1% |
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 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