+19.3%
MLM vs MKC
-18.6%
+37.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.3% |
| 7D | -4.1% | +2.3% | -6.5% | -4.5% |
| 30D | +8.2% | +8.1% | +0.1% | +6.9% |
| 3M | -3.6% | -6.4% | +2.9% | -2.8% |
| 6M | -15.6% | +1.8% | -17.3% | -15.9% |
| YTD | -16.4% | -26.9% | +10.5% | -12.5% |
| 1Y | -14.3% | -21.7% | +7.4% | -11.6% |
| 3Y | +19.3% | -18.7% | +38.0% | +21.5% |
| All | +19.3% | -18.6% | +37.9% | +21.5% |
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