-21.6%
MKC vs EXEL
+230.5%
-252.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | +4.8% | +13.1% | -8.3% | +3.8% |
| 3M | -12.8% | +36.3% | -49.2% | -15.0% |
| 6M | +5.0% | +34.5% | -29.5% | +2.4% |
| YTD | -29.1% | +57.4% | -86.5% | -31.8% |
| 1Y | -26.4% | +62.9% | -89.3% | -29.5% |
| 3Y | -21.6% | +229.5% | -251.1% | -36.0% |
| All | -21.6% | +230.5% | -252.1% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling