+85.8%
MKC vs ALM
+7,705.7%
-7,619.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.9% |
| 7D | -5.9% | -2.6% | -3.3% | -5.9% |
| 30D | -0.9% | +32.0% | -32.9% | -0.9% |
| 3M | +12.7% | -15.0% | +27.8% | +12.7% |
| 6M | -19.3% | -10.1% | -9.2% | -19.3% |
| YTD | -22.2% | +99.4% | -121.6% | -22.3% |
| 1Y | -23.3% | +316.4% | -339.7% | -23.6% |
| 3Y | -30.0% | +2,022.0% | -2,052.0% | -30.4% |
| 5Y | -33.8% | +941.2% | -974.9% | -34.2% |
| 10Y | +24.4% | +2,950.3% | -2,925.9% | +23.3% |
| All | +85.8% | +7,705.7% | -7,619.9% | +81.9% |
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