-40.1%
MDB vs MKC
-36.0%
-4.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +11.6% | -7.3% | +18.8% | +11.9% |
| 30D | -8.9% | +4.0% | -12.9% | -9.4% |
| 3M | -22.4% | -11.5% | -10.9% | -21.7% |
| 6M | +10.1% | +1.1% | +9.0% | +10.0% |
| YTD | -19.0% | -29.9% | +10.9% | -16.4% |
| 1Y | -7.0% | -27.0% | +20.0% | -4.6% |
| 3Y | -9.8% | -22.3% | +12.5% | -10.5% |
| 5Y | -40.1% | -36.0% | -4.1% | -5.3% |
| All | -40.1% | -36.0% | -4.0% | -5.3% |
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