+215.9%
MAS vs MKC
+25.9%
+189.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.6% |
| 7D | +2.0% | +2.3% | -0.4% | +1.1% |
| 30D | +19.4% | +8.1% | +11.3% | +15.9% |
| 3M | +9.4% | -6.4% | +15.9% | +12.1% |
| 6M | +15.3% | +1.8% | +13.5% | +13.8% |
| YTD | +31.3% | -26.9% | +58.2% | +46.9% |
| 1Y | +34.9% | -21.7% | +56.6% | +46.7% |
| 3Y | +58.6% | -18.7% | +77.3% | +67.3% |
| 5Y | +40.7% | -32.8% | +73.5% | +57.2% |
| All | +215.9% | +25.9% | +189.9% | +178.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling