-23.3%
MKC vs M
+46.1%
-69.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.1% |
| 7D | -5.9% | +4.7% | -10.6% | -6.2% |
| 30D | -0.9% | -9.6% | +8.8% | -0.3% |
| 3M | +12.7% | +0.9% | +11.9% | +12.5% |
| 6M | -19.3% | +22.3% | -41.6% | -20.6% |
| YTD | -22.2% | +6.5% | -28.7% | -22.4% |
| 1Y | -23.3% | +38.8% | -62.1% | -24.7% |
| All | -23.3% | +46.1% | -69.5% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling