+143.4%
MLM vs MKC
+21.5%
+122.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | -2.9% | -2.4% | -0.4% | -2.3% |
| 30D | +10.4% | +5.4% | +5.1% | +8.9% |
| 3M | -3.7% | -11.1% | +7.4% | -1.0% |
| 6M | -10.3% | -1.4% | -8.9% | -10.4% |
| YTD | -14.8% | -29.4% | +14.6% | -7.8% |
| 1Y | -13.9% | -24.7% | +10.9% | -8.4% |
| 3Y | +18.4% | -21.8% | +40.2% | +22.6% |
| 5Y | +31.8% | -36.0% | +67.8% | +43.5% |
| 10Y | +143.4% | +24.9% | +118.5% | +125.2% |
| All | +143.4% | +21.5% | +122.0% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling