+25.1%
MKC vs ALLE
+210.2%
-185.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.2% |
| 7D | -7.0% | -0.8% | -6.2% | -6.8% |
| 30D | +4.1% | +27.4% | -23.3% | -3.0% |
| 3M | -10.3% | +13.8% | -24.2% | -13.7% |
| 6M | +1.7% | +45.5% | -43.8% | -9.3% |
| YTD | -29.1% | +21.4% | -50.5% | -33.5% |
| 1Y | -26.0% | +15.4% | -41.3% | -29.6% |
| 3Y | -21.5% | +91.7% | -113.2% | -36.7% |
| 5Y | -35.0% | +54.5% | -89.6% | -45.1% |
| All | +25.1% | +210.2% | -185.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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