+197.3%
MKSI vs MKC
-31.4%
+228.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +2.7% | -1.5% | +4.1% | +2.5% |
| 30D | -12.8% | -3.1% | -9.7% | -13.1% |
| 3M | -22.5% | +5.2% | -27.7% | -22.3% |
| 6M | +19.4% | -12.8% | +32.2% | +21.4% |
| YTD | +67.7% | -23.3% | +91.0% | +72.4% |
| 1Y | +131.4% | -24.1% | +155.5% | +138.6% |
| 3Y | +197.3% | -32.1% | +229.4% | +234.6% |
| All | +197.3% | -31.4% | +228.7% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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