+24.0%
MKC vs ALLE
+233.6%
-209.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -1.9% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | +8.0% | +26.6% | -18.6% | +0.9% |
| 3M | -8.6% | +13.2% | -21.8% | -12.0% |
| 6M | +1.1% | +42.9% | -41.8% | -9.3% |
| YTD | -27.7% | +21.0% | -48.7% | -32.1% |
| 1Y | -23.7% | +15.2% | -38.9% | -27.3% |
| 3Y | -19.4% | +95.6% | -115.0% | -35.3% |
| 5Y | -33.3% | +53.4% | -86.8% | -43.5% |
| 10Y | +24.0% | +221.5% | -197.5% | -13.6% |
| All | +24.0% | +233.6% | -209.6% | -13.6% |
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