-23.3%
MKC vs COO
+4.1%
-27.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -5.9% | -2.2% | -3.7% | -5.3% |
| 30D | -0.9% | -7.0% | +6.1% | +1.0% |
| 3M | +12.7% | +12.2% | +0.5% | +10.5% |
| 6M | -19.3% | -15.1% | -4.2% | -16.6% |
| YTD | -22.2% | -15.1% | -7.1% | -19.6% |
| 1Y | -23.3% | +2.3% | -25.7% | -25.5% |
| All | -23.3% | +4.1% | -27.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling