+37.0%
MDT vs MKC
+29.9%
+7.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -3.4% | -1.5% | -1.9% | -3.0% |
| 30D | +0.2% | -3.1% | +3.3% | +1.2% |
| 3M | +14.3% | +5.2% | +9.1% | +12.3% |
| 6M | +4.0% | -12.8% | +16.8% | +8.0% |
| YTD | -3.7% | -23.3% | +19.6% | +3.8% |
| 1Y | -0.4% | -24.1% | +23.8% | +7.5% |
| 3Y | +23.3% | -32.1% | +55.4% | +36.6% |
| 5Y | -18.9% | -32.8% | +13.9% | -11.0% |
| All | +37.0% | +29.9% | +7.1% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling