+3.0%
MCHP vs MKC
-33.0%
+36.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.2% | +3.6% |
| 7D | 0.0% | -1.5% | +1.5% | +0.2% |
| 30D | -6.0% | -3.1% | -2.9% | -5.7% |
| 3M | -19.7% | +5.2% | -24.9% | -20.6% |
| 6M | +14.0% | -12.8% | +26.9% | +17.0% |
| YTD | +18.4% | -23.3% | +41.7% | +24.9% |
| 1Y | +17.1% | -24.1% | +41.2% | +23.6% |
| 3Y | +0.7% | -32.1% | +32.8% | +9.5% |
| All | +3.0% | -33.0% | +36.0% | +10.1% |
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 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