+96.0%
MA vs MKC
-32.8%
+128.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | +11.3% | +8.0% | +3.3% | +9.4% |
| 3M | +16.7% | -8.6% | +25.3% | +18.8% |
| 6M | +32.8% | +1.1% | +31.7% | +32.1% |
| YTD | +15.6% | -27.7% | +43.3% | +23.4% |
| 1Y | +19.6% | -23.7% | +43.3% | +25.8% |
| 3Y | +72.1% | -19.4% | +91.5% | +77.3% |
| 5Y | +96.0% | -33.3% | +129.4% | +105.9% |
| All | +96.0% | -32.8% | +128.8% | +105.9% |
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 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