+26.9%
MKC vs EXEL
+386.3%
-359.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -2.8% | -2.9% | +0.1% | -2.6% |
| 30D | -3.4% | +11.9% | -15.3% | -4.1% |
| 3M | +3.8% | +9.2% | -5.5% | +3.1% |
| 6M | -17.9% | +39.1% | -57.0% | -19.9% |
| YTD | -23.6% | +31.0% | -54.6% | -25.2% |
| 1Y | -23.1% | +52.3% | -75.4% | -25.6% |
| 3Y | -31.5% | +159.7% | -191.3% | -36.7% |
| 5Y | -33.1% | +187.7% | -220.8% | -38.9% |
| All | +26.9% | +386.3% | -359.4% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling