-18.3%
MDT vs MKC
-33.9%
+15.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.6% | -2.8% | +1.2% | -0.8% |
| 30D | +1.0% | -3.4% | +4.4% | +2.0% |
| 3M | +15.2% | +3.8% | +11.4% | +13.9% |
| 6M | +3.7% | -17.9% | +21.6% | +9.1% |
| YTD | -3.0% | -23.6% | +20.6% | +4.0% |
| 1Y | +2.5% | -23.1% | +25.6% | +9.3% |
| 3Y | +26.5% | -31.5% | +58.0% | +39.0% |
| 5Y | -18.3% | -33.1% | +14.8% | -9.0% |
| All | -18.3% | -33.9% | +15.6% | -9.0% |
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 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