+40.1%
MA vs MKC
-29.9%
+70.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -1.8% | -4.3% | +2.6% | -1.0% |
| 30D | +1.4% | -2.0% | +3.4% | +1.8% |
| 3M | +17.7% | +10.0% | +7.7% | +15.9% |
| 6M | +9.7% | -18.5% | +28.2% | +13.2% |
| YTD | +0.5% | -22.4% | +22.9% | +4.5% |
| 1Y | -2.1% | -23.6% | +21.6% | +2.0% |
| 3Y | +40.1% | -30.4% | +70.5% | +48.9% |
| All | +40.1% | -29.9% | +70.0% | +48.9% |
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