+9.4%
MMM vs MKC
-24.0%
+33.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -2.6% | -4.3% | +1.7% | -2.1% |
| 30D | -9.3% | -3.1% | -6.2% | -9.0% |
| 3M | +5.6% | +6.8% | -1.2% | +4.9% |
| 6M | +9.5% | -18.3% | +27.8% | +12.4% |
| YTD | +4.1% | -23.1% | +27.2% | +7.2% |
| 1Y | +9.4% | -23.7% | +33.1% | +13.0% |
| All | +9.4% | -24.0% | +33.3% | +13.0% |
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