+25.1%
MKC vs COO
+41.7%
-16.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -7.0% | -2.3% | -4.7% | -6.5% |
| 30D | +4.1% | +13.3% | -9.2% | +0.9% |
| 3M | -10.3% | -18.1% | +7.8% | -6.1% |
| 6M | +1.7% | +6.7% | -5.0% | -0.5% |
| YTD | -29.1% | -23.2% | -5.9% | -24.8% |
| 1Y | -26.0% | -12.3% | -13.7% | -24.3% |
| 3Y | -21.5% | -23.6% | +2.1% | -19.0% |
| 5Y | -35.0% | -38.7% | +3.7% | -30.0% |
| All | +25.1% | +41.7% | -16.7% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling