+25.1%
MKC vs COO
+41.1%
-16.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.0% |
| 7D | -3.0% | +0.5% | -3.4% | -3.1% |
| 30D | +4.8% | +14.2% | -9.3% | +1.5% |
| 3M | -12.8% | -18.2% | +5.4% | -8.7% |
| 6M | +5.0% | +5.3% | -0.3% | +3.1% |
| YTD | -29.1% | -23.6% | -5.5% | -24.7% |
| 1Y | -26.4% | -12.7% | -13.7% | -24.6% |
| 3Y | -21.6% | -24.2% | +2.6% | -19.0% |
| 5Y | -35.2% | -40.0% | +4.7% | -29.8% |
| All | +25.1% | +41.1% | -16.0% | +0.6% |
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