+23.6%
MKC vs FIVE
+505.3%
-481.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -7.3% | +2.4% | -9.7% | -7.6% |
| 30D | +4.0% | +15.8% | -11.9% | +2.3% |
| 3M | -11.5% | +3.8% | -15.2% | -11.9% |
| 6M | +1.1% | +18.5% | -17.5% | -1.2% |
| YTD | -29.9% | +31.2% | -61.1% | -32.5% |
| 1Y | -27.0% | +61.8% | -88.8% | -31.4% |
| 3Y | -22.3% | +39.9% | -62.2% | -27.6% |
| 5Y | -36.0% | +18.3% | -54.3% | -40.3% |
| All | +23.6% | +505.3% | -481.7% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling