-31.3%
MKC vs EXEL
+161.8%
-193.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | -0.2% |
| 7D | -4.3% | +1.4% | -5.7% | -4.5% |
| 30D | -2.0% | +6.7% | -8.7% | -2.5% |
| 3M | +10.0% | +11.5% | -1.5% | +9.0% |
| 6M | -18.5% | +38.8% | -57.3% | -20.9% |
| YTD | -22.4% | +31.6% | -54.0% | -24.4% |
| 1Y | -23.6% | +53.0% | -76.6% | -26.8% |
| All | -31.3% | +161.8% | -193.1% | -41.9% |
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