+30.3%
MKC vs M
-7.1%
+37.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.6% |
| 7D | -4.3% | -4.1% | -0.3% | -4.1% |
| 30D | -3.1% | -13.6% | +10.5% | -2.3% |
| 3M | +6.8% | -2.3% | +9.1% | +6.9% |
| 6M | -18.3% | +21.9% | -40.2% | -19.4% |
| YTD | -23.1% | -0.6% | -22.5% | -23.2% |
| 1Y | -23.7% | +29.7% | -53.4% | -25.1% |
| 3Y | -31.0% | +107.3% | -138.3% | -35.0% |
| 5Y | -33.5% | +20.5% | -54.0% | -36.8% |
| 10Y | +30.3% | -6.1% | +36.3% | +11.0% |
| All | +30.3% | -7.1% | +37.4% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling