+1,299.3%
MKC vs M
+444.9%
+854.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -2.4% | +5.0% | -7.4% | -2.9% |
| 30D | +5.4% | +10.6% | -5.3% | +4.3% |
| 3M | -11.1% | +1.6% | -12.7% | -11.4% |
| 6M | -1.4% | +30.8% | -32.2% | -4.3% |
| YTD | -29.4% | +16.9% | -46.3% | -30.9% |
| 1Y | -24.7% | +26.3% | -51.0% | -26.9% |
| 3Y | -21.8% | +158.6% | -180.4% | -30.9% |
| 5Y | -36.0% | +2.1% | -38.1% | -40.0% |
| 10Y | +24.9% | -4.3% | +29.3% | +7.8% |
| All | +1,299.3% | +444.9% | +854.4% | +708.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling