+153.5%
MLM vs MKC
+25.4%
+128.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.5% | +2.7% |
| 7D | -3.8% | -1.9% | -1.9% | -3.4% |
| 30D | +11.0% | +8.0% | +3.0% | +8.9% |
| 3M | -3.1% | -8.6% | +5.6% | -1.0% |
| 6M | -9.8% | +1.1% | -10.8% | -10.5% |
| YTD | -14.4% | -27.7% | +13.3% | -7.9% |
| 1Y | -12.6% | -23.7% | +11.2% | -7.4% |
| 3Y | +19.7% | -19.4% | +39.1% | +23.0% |
| 5Y | +29.8% | -33.3% | +63.1% | +39.7% |
| 10Y | +153.5% | +24.0% | +129.5% | +139.6% |
| All | +153.5% | +25.4% | +128.2% | +139.6% |
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 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