+3,393.7%
MKC vs COO
+5,988.7%
-2,595.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -5.9% | -2.2% | -3.7% | -5.8% |
| 30D | -0.9% | -7.0% | +6.1% | -0.6% |
| 3M | +12.7% | +12.2% | +0.5% | +12.2% |
| 6M | -19.3% | -15.1% | -4.2% | -18.8% |
| YTD | -22.2% | -15.1% | -7.1% | -21.7% |
| 1Y | -23.3% | +2.3% | -25.7% | -23.5% |
| 3Y | -30.0% | -23.7% | -6.3% | -29.5% |
| 5Y | -33.8% | -38.9% | +5.2% | -32.9% |
| 10Y | +24.4% | +49.9% | -25.5% | +22.3% |
| All | +3,393.7% | +5,988.7% | -2,595.0% | +3,329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling