-32.1%
MKC vs FIVE
+14.2%
-46.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +8.1% | +17.7% | -9.6% | +7.0% |
| 3M | -6.4% | +4.0% | -10.4% | -6.7% |
| 6M | +1.8% | +2.6% | -0.8% | +1.4% |
| YTD | -26.9% | +27.6% | -54.5% | -28.4% |
| 1Y | -21.7% | +59.9% | -81.6% | -24.6% |
| 3Y | -18.7% | +35.8% | -54.5% | -20.8% |
| All | -32.1% | +14.2% | -46.2% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling