-32.1%
MKC vs NTRS
+168.2%
-200.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | -1.5% | +1.4% | -2.8% | -1.6% |
| 30D | -3.1% | -0.7% | -2.5% | -3.1% |
| 3M | +5.2% | +11.3% | -6.1% | +3.8% |
| 6M | -12.8% | +35.5% | -48.4% | -16.3% |
| YTD | -23.3% | +40.6% | -63.9% | -27.2% |
| 1Y | -24.1% | +49.2% | -73.3% | -29.1% |
| 3Y | -32.1% | +167.2% | -199.3% | -47.5% |
| All | -32.1% | +168.2% | -200.3% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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