-5.6%
MDB vs MKC
-29.9%
+24.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.5% |
| 7D | -18.0% | -4.3% | -13.7% | -18.1% |
| 30D | -10.7% | -2.0% | -8.7% | -10.8% |
| 3M | +1.0% | +10.0% | -9.0% | +1.7% |
| 6M | +31.6% | -18.5% | +50.1% | +30.1% |
| YTD | -15.2% | -22.4% | +7.2% | -16.0% |
| 1Y | +10.1% | -23.6% | +33.7% | +9.3% |
| 3Y | -5.6% | -30.4% | +24.8% | +10.0% |
| All | -5.6% | -29.9% | +24.2% | +10.0% |
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