+154.6%
JPM vs MKC
-33.9%
+188.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.3% | -2.8% | +0.5% | -2.0% |
| 30D | -2.3% | -3.4% | +1.0% | -2.0% |
| 3M | +14.9% | +3.8% | +11.1% | +14.2% |
| 6M | +23.6% | -17.9% | +41.6% | +26.7% |
| YTD | +11.3% | -23.6% | +34.9% | +14.9% |
| 1Y | +19.9% | -23.1% | +43.0% | +23.5% |
| 3Y | +162.6% | -31.5% | +194.1% | +174.5% |
| 5Y | +154.6% | -33.1% | +187.7% | +168.8% |
| All | +154.6% | -33.9% | +188.6% | +168.8% |
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