+25.1%
MKC vs ALM
+2,100.8%
-2,075.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.5% | +1.2% |
| 7D | -3.0% | +1.2% | -4.2% | -3.0% |
| 30D | +4.8% | -19.3% | +24.2% | +4.9% |
| 3M | -12.8% | -40.6% | +27.8% | -12.7% |
| 6M | +5.0% | -57.9% | +62.9% | +5.3% |
| YTD | -29.1% | -6.7% | -22.4% | -29.2% |
| 1Y | -26.4% | +20.2% | -46.6% | -26.7% |
| 3Y | -21.6% | +879.4% | -901.1% | -23.4% |
| 5Y | -35.2% | +415.3% | -450.5% | -36.7% |
| All | +25.1% | +2,100.8% | -2,075.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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