+13,824.2%
MA vs MKC
+359.0%
+13,465.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.7% |
| 7D | -2.7% | -5.9% | +3.2% | 0.0% |
| 30D | +1.5% | -0.9% | +2.4% | +1.8% |
| 3M | +20.4% | +12.7% | +7.7% | +13.4% |
| 6M | +11.1% | -19.3% | +30.4% | +21.6% |
| YTD | +2.0% | -22.2% | +24.1% | +12.4% |
| 1Y | -2.2% | -23.3% | +21.2% | +8.3% |
| 3Y | +41.9% | -30.0% | +71.9% | +60.1% |
| 5Y | +75.4% | -33.8% | +109.1% | +97.8% |
| 10Y | +527.5% | +24.4% | +503.1% | +348.0% |
| All | +13,824.2% | +359.0% | +13,465.1% | +3,851.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling