-30.4%
MKC vs M
+120.4%
-150.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | -4.3% | +2.4% | -6.7% | -4.5% |
| 30D | -2.0% | -11.6% | +9.6% | -1.2% |
| 3M | +10.0% | +1.6% | +8.4% | +9.8% |
| 6M | -18.5% | +25.2% | -43.7% | -20.0% |
| YTD | -22.4% | +3.8% | -26.2% | -22.9% |
| 1Y | -23.6% | +36.3% | -60.0% | -25.5% |
| 3Y | -30.4% | +116.3% | -146.8% | -39.4% |
| All | -30.4% | +120.4% | -150.9% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling