+3,070.5%
MLM vs MKC
+1,712.9%
+1,357.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -2.9% | -5.9% | +3.0% | -1.1% |
| 30D | -6.8% | -0.9% | -5.9% | -6.6% |
| 3M | -11.2% | +12.7% | -24.0% | -14.8% |
| 6M | -21.8% | -19.3% | -2.5% | -17.2% |
| YTD | -17.0% | -22.2% | +5.2% | -11.5% |
| 1Y | -16.4% | -23.3% | +7.0% | -10.6% |
| 3Y | +14.5% | -30.0% | +44.5% | +23.9% |
| 5Y | +41.7% | -33.8% | +75.5% | +54.6% |
| 10Y | +200.0% | +24.4% | +175.6% | +157.1% |
| All | +3,070.5% | +1,712.9% | +1,357.7% | +1,387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling