-13.9%
MLM vs MKC
-25.6%
+11.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -2.9% | -2.4% | -0.4% | -2.5% |
| 30D | +10.4% | +5.4% | +5.1% | +10.0% |
| 3M | -3.7% | -11.1% | +7.4% | -2.8% |
| 6M | -10.3% | -1.4% | -8.9% | -9.7% |
| YTD | -14.8% | -29.4% | +14.6% | -12.9% |
| 1Y | -13.9% | -24.7% | +10.9% | -13.8% |
| All | -13.9% | -25.6% | +11.7% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling