-34.2%
MKC vs M
+24.8%
-59.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | +10.0% | +1.6% | +8.4% | +9.8% |
| 6M | -18.5% | +25.2% | -43.7% | -19.7% |
| YTD | -22.4% | +3.8% | -26.2% | -22.8% |
| 1Y | -23.6% | +36.3% | -60.0% | -25.1% |
| 3Y | -30.4% | +116.3% | -146.8% | -34.3% |
| 5Y | -34.2% | +28.2% | -62.4% | -39.5% |
| All | -34.2% | +24.8% | -59.0% | -39.5% |
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