+15,808.0%
MA vs MKC
+318.1%
+15,489.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -1.8% | -7.0% | +5.2% | +1.5% |
| 30D | +11.0% | +4.1% | +7.0% | +8.8% |
| 3M | +17.9% | -10.3% | +28.2% | +23.4% |
| 6M | +33.2% | +1.7% | +31.5% | +30.9% |
| YTD | +16.5% | -29.1% | +45.6% | +33.6% |
| 1Y | +19.1% | -26.0% | +45.1% | +33.6% |
| 3Y | +70.6% | -21.5% | +92.0% | +80.0% |
| 5Y | +92.1% | -35.0% | +127.1% | +116.2% |
| 10Y | +569.6% | +25.6% | +544.0% | +363.9% |
| All | +15,808.0% | +318.1% | +15,489.8% | +4,595.2% |
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