+41.0%
MAS vs MKC
-32.7%
+73.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.7% |
| 7D | +2.0% | +2.3% | -0.4% | +1.2% |
| 30D | +19.4% | +8.1% | +11.3% | +16.3% |
| 3M | +9.4% | -6.4% | +15.9% | +11.8% |
| 6M | +15.3% | +1.8% | +13.5% | +13.9% |
| YTD | +31.3% | -26.9% | +58.2% | +45.6% |
| 1Y | +34.9% | -21.7% | +56.6% | +45.7% |
| 3Y | +58.6% | -18.7% | +77.3% | +67.3% |
| All | +41.0% | -32.7% | +73.6% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling