+14.0%
MMM vs MKC
-24.7%
+38.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -2.6% | -7.0% | +4.4% | -1.2% |
| 30D | +17.4% | +4.1% | +13.3% | +16.9% |
| 3M | +3.6% | -10.3% | +13.9% | +4.9% |
| 6M | +33.0% | +1.7% | +31.3% | +32.8% |
| YTD | +19.6% | -29.1% | +48.7% | +24.1% |
| 1Y | +14.0% | -26.0% | +40.0% | +17.1% |
| All | +14.0% | -24.7% | +38.8% | +17.1% |
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 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