+26.5%
MLM vs MKC
-35.5%
+62.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -0.9% | -3.0% | +2.1% | -0.2% |
| 30D | +9.0% | +4.8% | +4.2% | +7.8% |
| 3M | -5.6% | -12.8% | +7.3% | -2.8% |
| 6M | -10.7% | +5.0% | -15.7% | -12.1% |
| YTD | -17.2% | -29.1% | +11.9% | -10.8% |
| 1Y | -14.2% | -26.4% | +12.2% | -8.6% |
| 3Y | +15.6% | -21.6% | +37.2% | +18.6% |
| All | +26.5% | -35.5% | +62.0% | +40.1% |
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