+934.4%
MKC vs EXEL
+273.2%
+661.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -5.9% | +8.4% | -14.2% | -6.3% |
| 30D | -0.9% | +4.1% | -4.9% | -1.1% |
| 3M | +12.7% | +12.4% | +0.3% | +12.0% |
| 6M | -19.3% | +41.5% | -60.8% | -20.9% |
| YTD | -22.2% | +34.6% | -56.8% | -23.5% |
| 1Y | -23.3% | +57.9% | -81.2% | -25.4% |
| 3Y | -30.0% | +159.5% | -189.5% | -34.0% |
| 5Y | -33.8% | +198.5% | -232.2% | -38.3% |
| 10Y | +24.4% | +411.4% | -386.9% | +9.6% |
| All | +934.4% | +273.2% | +661.2% | +687.5% |
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