-33.3%
MKC vs M
-2.8%
-30.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.1% | -9.2% | -1.6% |
| 7D | -1.9% | +2.5% | -4.5% | -2.1% |
| 30D | +8.0% | +10.1% | -2.1% | +7.4% |
| 3M | -8.6% | -0.9% | -7.7% | -8.7% |
| 6M | +1.1% | +30.2% | -29.1% | -0.6% |
| YTD | -27.7% | +16.3% | -44.0% | -28.5% |
| 1Y | -23.7% | +27.0% | -50.7% | -25.0% |
| 3Y | -19.4% | +154.5% | -173.9% | -24.6% |
| 5Y | -33.3% | -1.1% | -32.3% | -36.7% |
| All | -33.3% | -2.8% | -30.6% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling