+20.2%
MKC vs NTR
+103.7%
-83.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -4.3% | +0.5% | -4.8% | -4.4% |
| 30D | -3.1% | +21.7% | -24.8% | -5.4% |
| 3M | +6.8% | +22.8% | -15.9% | +4.0% |
| 6M | -18.3% | +8.2% | -26.6% | -19.5% |
| YTD | -23.1% | +32.9% | -56.0% | -26.2% |
| 1Y | -23.7% | +45.3% | -69.0% | -27.8% |
| 3Y | -31.0% | +41.7% | -72.7% | -35.1% |
| 5Y | -33.5% | +49.8% | -83.4% | -40.2% |
| All | +20.2% | +103.7% | -83.4% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling