-2.7%
KMB vs MDY
+35.5%
-38.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -3.0% | +3.0% | -6.0% | -3.5% |
| 30D | +9.1% | +0.8% | +8.2% | +8.8% |
| 3M | -0.4% | -5.1% | +4.7% | +0.6% |
| 6M | +13.0% | +1.2% | +11.8% | +12.6% |
| YTD | +10.3% | +12.5% | -2.1% | +7.7% |
| 1Y | +8.2% | +13.8% | -5.5% | +5.4% |
| 3Y | +0.4% | +56.4% | -56.1% | -9.8% |
| 5Y | -2.7% | +35.3% | -38.0% | -12.5% |
| All | -2.7% | +35.5% | -38.2% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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