-33.5%
MKC vs ALM
+958.0%
-991.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -4.3% | +3.6% | -7.9% | -4.3% |
| 30D | -3.1% | +33.8% | -36.9% | -3.3% |
| 3M | +6.8% | +14.8% | -8.0% | +6.6% |
| 6M | -18.3% | -7.0% | -11.4% | -18.4% |
| YTD | -23.1% | +108.1% | -131.1% | -23.7% |
| 1Y | -23.7% | +313.8% | -337.4% | -25.2% |
| 3Y | -31.0% | +2,227.6% | -2,258.6% | -35.5% |
| 5Y | -33.5% | +956.6% | -990.2% | -38.0% |
| All | -33.5% | +958.0% | -991.5% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling