+831.6%
MKC vs EXEL
+341.7%
+489.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -7.3% | +1.6% | -8.9% | -7.4% |
| 30D | +4.0% | +17.4% | -13.4% | +3.1% |
| 3M | -11.5% | +38.6% | -50.1% | -13.0% |
| 6M | +1.1% | +41.2% | -40.1% | -0.9% |
| YTD | -29.9% | +59.3% | -89.2% | -31.8% |
| 1Y | -27.0% | +60.2% | -87.2% | -29.0% |
| 3Y | -22.3% | +232.6% | -254.9% | -27.7% |
| 5Y | -36.0% | +285.9% | -321.9% | -41.2% |
| 10Y | +24.2% | +325.9% | -301.7% | +10.6% |
| All | +831.6% | +341.7% | +489.9% | +602.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling