+47.9%
MMM vs MKC
-35.1%
+83.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.1% |
| 7D | +7.0% | -2.4% | +9.4% | +7.8% |
| 30D | +18.4% | +5.4% | +13.0% | +16.7% |
| 3M | +4.5% | -11.1% | +15.6% | +7.8% |
| 6M | +33.4% | -1.4% | +34.8% | +33.2% |
| YTD | +20.0% | -29.4% | +49.4% | +32.0% |
| 1Y | +15.0% | -24.7% | +39.8% | +23.7% |
| 3Y | +165.0% | -21.8% | +186.8% | +177.8% |
| 5Y | +47.9% | -36.0% | +83.9% | +56.6% |
| All | +47.9% | -35.1% | +83.0% | +56.6% |
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