+8,892.5%
ITW vs MKC
+3,336.7%
+5,555.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -1.9% | -4.3% | +2.4% | -0.7% |
| 30D | -10.4% | -3.1% | -7.3% | -9.6% |
| 3M | +3.5% | +6.8% | -3.3% | +1.3% |
| 6M | -3.4% | -18.3% | +15.0% | +1.5% |
| YTD | +8.5% | -23.1% | +31.6% | +15.7% |
| 1Y | +3.2% | -23.7% | +26.9% | +10.1% |
| 3Y | +18.9% | -31.0% | +49.9% | +29.0% |
| 5Y | +35.0% | -33.5% | +68.6% | +46.9% |
| 10Y | +188.6% | +30.3% | +158.4% | +158.2% |
| All | +8,892.5% | +3,336.7% | +5,555.8% | +4,317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling