+108.3%
MKC vs FIVE
+874.1%
-765.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -1.6% |
| 7D | -1.9% | +6.2% | -8.1% | -2.5% |
| 30D | +8.0% | +18.2% | -10.2% | +6.2% |
| 3M | -8.6% | +3.8% | -12.5% | -9.1% |
| 6M | +1.1% | +13.7% | -12.7% | -0.6% |
| YTD | -27.7% | +34.7% | -62.4% | -30.3% |
| 1Y | -23.7% | +66.6% | -90.4% | -28.2% |
| 3Y | -19.4% | +44.3% | -63.7% | -25.0% |
| 5Y | -33.3% | +18.8% | -52.1% | -37.8% |
| 10Y | +24.0% | +569.2% | -545.2% | -7.4% |
| All | +108.3% | +874.1% | -765.9% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling