+30.3%
MKC vs ALLE
+146.0%
-115.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | -4.3% | -2.2% | -2.2% | -3.7% |
| 30D | -3.1% | -8.3% | +5.2% | -0.7% |
| 3M | +6.8% | +16.3% | -9.4% | +1.8% |
| 6M | -18.3% | +1.8% | -20.1% | -19.3% |
| YTD | -23.1% | -3.9% | -19.1% | -22.7% |
| 1Y | -23.7% | -10.0% | -13.7% | -22.0% |
| 3Y | -31.0% | +45.8% | -76.8% | -39.6% |
| 5Y | -33.5% | +13.3% | -46.8% | -38.4% |
| 10Y | +30.3% | +155.3% | -125.0% | -4.5% |
| All | +30.3% | +146.0% | -115.7% | -4.5% |
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