+27.4%
MKC vs MDY
+177.2%
-149.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -1.5% | -1.9% | +0.4% | -0.8% |
| 30D | -3.1% | -4.6% | +1.5% | -1.4% |
| 3M | +5.2% | -1.2% | +6.4% | +5.5% |
| 6M | -12.8% | +9.2% | -22.0% | -16.0% |
| YTD | -23.3% | +13.1% | -36.3% | -27.2% |
| 1Y | -24.1% | +13.0% | -37.1% | -28.0% |
| 3Y | -32.1% | +49.2% | -81.3% | -43.0% |
| 5Y | -32.8% | +47.2% | -80.0% | -44.2% |
| All | +27.4% | +177.2% | -149.8% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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