-32.5%
MKC vs ITOT
+74.3%
-106.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | -3.1% | -1.5% | -1.7% | -2.7% |
| 3M | +5.2% | +3.6% | +1.6% | +4.0% |
| 6M | -12.8% | +13.7% | -26.5% | -16.3% |
| YTD | -23.3% | +12.9% | -36.2% | -26.3% |
| 1Y | -24.1% | +17.2% | -41.3% | -28.2% |
| 3Y | -32.1% | +75.6% | -107.7% | -45.6% |
| All | -32.5% | +74.3% | -106.8% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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