-18.3%
MKC vs EXEL
+92.4%
-110.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.4% |
| 7D | +9.6% | +9.8% | -0.2% | +9.2% |
| 30D | +12.0% | +23.6% | -11.6% | +11.2% |
| 3M | -2.0% | +29.9% | -31.9% | -2.9% |
| 6M | +7.2% | +64.7% | -57.5% | +6.0% |
| YTD | -23.7% | +66.0% | -89.7% | -24.5% |
| 1Y | -18.3% | +92.0% | -110.3% | -20.6% |
| All | -18.3% | +92.4% | -110.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling