+30.3%
MKC vs FIVE
+486.0%
-455.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | -4.3% | +1.7% | -6.0% | -4.5% |
| 30D | -3.1% | +5.0% | -8.1% | -3.6% |
| 3M | +6.8% | +29.5% | -22.7% | +3.8% |
| 6M | -18.3% | +12.4% | -30.8% | -19.8% |
| YTD | -23.1% | +31.2% | -54.2% | -25.8% |
| 1Y | -23.7% | +72.9% | -96.5% | -28.9% |
| 3Y | -31.0% | +53.0% | -84.0% | -36.5% |
| 5Y | -33.5% | +34.2% | -67.7% | -39.2% |
| 10Y | +30.3% | +497.6% | -467.4% | -2.2% |
| All | +30.3% | +486.0% | -455.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling