-32.1%
MKC vs NTR
+36.8%
-68.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.5% | -1.3% | -0.2% | -1.4% |
| 30D | -3.1% | +16.8% | -19.9% | -4.2% |
| 3M | +5.2% | +20.7% | -15.6% | +3.7% |
| 6M | -12.8% | +0.5% | -13.4% | -12.8% |
| YTD | -23.3% | +29.2% | -52.5% | -25.3% |
| 1Y | -24.1% | +39.6% | -63.7% | -26.7% |
| 3Y | -32.1% | +37.9% | -70.0% | -33.7% |
| All | -32.1% | +36.8% | -68.9% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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