+212.3%
MAS vs MKC
+25.8%
+186.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.2% |
| 7D | +3.0% | -3.0% | +6.0% | +4.2% |
| 30D | +22.4% | +4.8% | +17.6% | +20.2% |
| 3M | +14.5% | -12.8% | +27.3% | +20.6% |
| 6M | +27.1% | +5.0% | +22.1% | +23.8% |
| YTD | +35.8% | -29.1% | +64.8% | +53.7% |
| 1Y | +39.4% | -26.4% | +65.8% | +55.4% |
| 3Y | +60.3% | -21.6% | +81.9% | +71.5% |
| 5Y | +39.4% | -35.2% | +74.7% | +58.1% |
| All | +212.3% | +25.8% | +186.5% | +167.1% |
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