+69.3%
MKC vs ALM
+3,525.2%
-3,456.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.5% |
| 7D | -7.0% | -7.2% | +0.2% | -7.0% |
| 30D | +4.1% | -26.4% | +30.4% | +4.1% |
| 3M | -10.3% | -38.6% | +28.3% | -10.3% |
| 6M | +1.7% | -61.0% | +62.7% | +1.8% |
| YTD | -29.1% | -7.4% | -21.7% | -29.1% |
| 1Y | -26.0% | +14.0% | -40.0% | -26.0% |
| 3Y | -21.5% | +844.4% | -865.9% | -21.9% |
| 5Y | -35.0% | +410.8% | -445.8% | -35.4% |
| 10Y | +25.6% | +2,084.7% | -2,059.2% | +24.5% |
| All | +69.3% | +3,525.2% | -3,456.0% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling