+214.8%
MAS vs MKC
+21.5%
+193.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.3% |
| 7D | +3.6% | -2.4% | +6.0% | +4.6% |
| 30D | +23.8% | +5.4% | +18.4% | +21.4% |
| 3M | +14.4% | -11.1% | +25.6% | +19.6% |
| 6M | +19.7% | -1.4% | +21.1% | +19.6% |
| YTD | +36.0% | -29.4% | +65.4% | +54.3% |
| 1Y | +40.4% | -24.7% | +65.1% | +55.1% |
| 3Y | +58.9% | -21.8% | +80.7% | +70.2% |
| 5Y | +44.5% | -36.0% | +80.5% | +64.8% |
| 10Y | +214.8% | +24.9% | +189.8% | +168.4% |
| All | +214.8% | +21.5% | +193.3% | +168.4% |
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