-33.5%
MKC vs EXEL
+194.6%
-228.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | -3.1% | +10.1% | -13.2% | -4.0% |
| 3M | +6.8% | +10.1% | -3.3% | +5.8% |
| 6M | -18.3% | +37.7% | -56.0% | -20.9% |
| YTD | -23.1% | +33.1% | -56.1% | -25.3% |
| 1Y | -23.7% | +52.4% | -76.1% | -27.1% |
| 3Y | -31.0% | +163.8% | -194.8% | -39.5% |
| 5Y | -33.5% | +198.5% | -232.0% | -42.1% |
| All | -33.5% | +194.6% | -228.1% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling