+124.1%
MKC vs FIVE
+868.1%
-744.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.5% |
| 7D | -5.9% | +4.3% | -10.1% | -6.3% |
| 30D | -0.9% | +12.5% | -13.4% | -2.1% |
| 3M | +12.7% | +31.2% | -18.5% | +9.6% |
| 6M | -19.3% | +14.4% | -33.7% | -20.8% |
| YTD | -22.2% | +33.9% | -56.0% | -24.9% |
| 1Y | -23.3% | +65.1% | -88.4% | -27.9% |
| 3Y | -30.0% | +49.0% | -79.0% | -35.1% |
| 5Y | -33.8% | +30.3% | -64.1% | -38.9% |
| 10Y | +24.4% | +481.1% | -456.7% | -6.0% |
| All | +124.1% | +868.1% | -744.0% | +60.3% |
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