-21.8%
MKC vs COO
-22.2%
+0.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.3% |
| 7D | -2.4% | +4.5% | -6.9% | -3.3% |
| 30D | +5.4% | +16.9% | -11.5% | +2.4% |
| 3M | -11.1% | -16.7% | +5.6% | -8.3% |
| 6M | -1.4% | +5.9% | -7.3% | -2.6% |
| YTD | -29.4% | -22.4% | -7.0% | -26.6% |
| 1Y | -24.7% | -10.1% | -14.6% | -23.8% |
| 3Y | -21.8% | -22.8% | +1.0% | -24.2% |
| All | -21.8% | -22.2% | +0.4% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling