+1,392.2%
MAS vs MKC
+3,376.8%
-1,984.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.1% |
| 7D | -0.8% | -5.9% | +5.1% | +1.2% |
| 30D | -5.6% | -0.9% | -4.7% | -5.4% |
| 3M | +4.4% | +12.7% | -8.3% | +0.1% |
| 6M | +7.2% | -19.3% | +26.5% | +14.1% |
| YTD | +16.1% | -22.2% | +38.3% | +24.7% |
| 1Y | +0.1% | -23.3% | +23.4% | +7.9% |
| 3Y | +28.3% | -30.0% | +58.3% | +40.8% |
| 5Y | +30.5% | -33.8% | +64.2% | +44.2% |
| 10Y | +139.1% | +24.4% | +114.7% | +113.9% |
| All | +1,392.2% | +3,376.8% | -1,984.6% | +588.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling