+140.2%
MAS vs MKC
+24.4%
+115.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.2% |
| 7D | -0.8% | -5.9% | +5.1% | +1.6% |
| 30D | -5.6% | -0.9% | -4.7% | -5.3% |
| 3M | +4.4% | +12.7% | -8.3% | -0.8% |
| 6M | +7.2% | -19.3% | +26.5% | +15.8% |
| YTD | +16.1% | -22.2% | +38.3% | +26.9% |
| 1Y | +0.1% | -23.3% | +23.4% | +9.8% |
| 3Y | +28.3% | -30.0% | +58.3% | +44.1% |
| 5Y | +30.5% | -33.8% | +64.2% | +47.1% |
| All | +140.2% | +24.4% | +115.7% | +118.6% |
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