+23.6%
MKC vs COO
+40.1%
-16.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | -7.3% | -2.1% | -5.2% | -6.8% |
| 30D | +4.0% | +13.9% | -10.0% | +0.7% |
| 3M | -11.5% | -18.9% | +7.5% | -7.0% |
| 6M | +1.1% | +3.7% | -2.7% | -0.4% |
| YTD | -29.9% | -24.1% | -5.8% | -25.5% |
| 1Y | -27.0% | -14.2% | -12.8% | -24.9% |
| 3Y | -22.3% | -24.5% | +2.1% | -19.6% |
| 5Y | -36.0% | -40.4% | +4.4% | -30.5% |
| All | +23.6% | +40.1% | -16.4% | -0.4% |
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