+67.5%
MA vs MKC
-33.2%
+100.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -1.8% | -4.3% | +2.6% | -0.8% |
| 30D | +1.4% | -2.0% | +3.4% | +1.8% |
| 3M | +17.7% | +10.0% | +7.7% | +15.2% |
| 6M | +9.7% | -18.5% | +28.2% | +14.4% |
| YTD | +0.5% | -22.4% | +22.9% | +5.7% |
| 1Y | -2.1% | -23.6% | +21.6% | +3.2% |
| 3Y | +40.1% | -30.4% | +70.5% | +51.6% |
| 5Y | +67.5% | -34.2% | +101.7% | +85.7% |
| All | +67.5% | -33.2% | +100.8% | +85.7% |
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