+31.3%
MKC vs FIVE
+502.5%
-471.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | -4.3% | +3.7% | -8.0% | -4.7% |
| 30D | -2.0% | +4.0% | -6.0% | -2.5% |
| 3M | +10.0% | +36.2% | -26.2% | +6.3% |
| 6M | -18.5% | +18.0% | -36.5% | -20.4% |
| YTD | -22.4% | +34.9% | -57.3% | -25.4% |
| 1Y | -23.6% | +67.9% | -91.5% | -28.6% |
| 3Y | -30.4% | +57.3% | -87.8% | -36.2% |
| 5Y | -34.2% | +39.5% | -73.7% | -40.1% |
| All | +31.3% | +502.5% | -471.2% | -1.7% |
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