+43.2%
MCO vs MKC
-31.4%
+74.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -3.8% | -1.5% | -2.3% | -3.4% |
| 30D | -0.4% | -3.1% | +2.7% | +0.3% |
| 3M | +7.7% | +5.2% | +2.5% | +6.5% |
| 6M | +7.0% | -12.8% | +19.8% | +10.3% |
| YTD | -6.4% | -23.3% | +16.9% | -0.6% |
| 1Y | -7.6% | -24.1% | +16.5% | -1.8% |
| 3Y | +43.2% | -32.1% | +75.3% | +57.8% |
| All | +43.2% | -31.4% | +74.6% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling