-10.8%
MDLN vs MKC
-21.9%
+11.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +3.7% | -5.9% | +9.6% | +4.9% |
| 30D | -0.2% | -0.9% | +0.7% | -0.2% |
| 3M | +6.2% | +12.7% | -6.5% | +4.5% |
| 6M | -14.7% | -19.3% | +4.6% | -16.0% |
| YTD | -12.9% | -22.2% | +9.3% | -15.1% |
| All | -10.8% | -21.9% | +11.1% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling