+3,046.5%
MKC vs COO
+5,341.2%
-2,294.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.1% |
| 7D | -7.3% | -2.1% | -5.2% | -7.2% |
| 30D | +4.0% | +13.9% | -10.0% | +3.4% |
| 3M | -11.5% | -18.9% | +7.5% | -10.7% |
| 6M | +1.1% | +3.7% | -2.7% | +0.8% |
| YTD | -29.9% | -24.1% | -5.8% | -29.1% |
| 1Y | -27.0% | -14.2% | -12.8% | -26.6% |
| 3Y | -22.3% | -24.5% | +2.1% | -21.7% |
| 5Y | -36.0% | -40.4% | +4.4% | -35.0% |
| 10Y | +24.2% | +40.5% | -16.4% | +22.4% |
| All | +3,046.5% | +5,341.2% | -2,294.8% | +3,002.0% |
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