+43.5%
MLM vs MKC
-33.7%
+77.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -2.9% | -5.9% | +3.0% | -1.6% |
| 30D | -6.8% | -0.9% | -5.9% | -6.7% |
| 3M | -11.2% | +12.7% | -24.0% | -13.8% |
| 6M | -21.8% | -19.3% | -2.5% | -17.9% |
| YTD | -17.0% | -22.2% | +5.2% | -12.3% |
| 1Y | -16.4% | -23.3% | +7.0% | -11.4% |
| 3Y | +14.5% | -30.0% | +44.5% | +23.7% |
| All | +43.5% | -33.7% | +77.2% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling