+26.1%
MMM vs MKC
-34.7%
+60.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -2.6% | -4.3% | +1.7% | -1.4% |
| 30D | -9.3% | -3.1% | -6.2% | -8.6% |
| 3M | +5.6% | +6.8% | -1.2% | +3.1% |
| 6M | +9.5% | -18.3% | +27.8% | +15.9% |
| YTD | +4.1% | -23.1% | +27.2% | +11.9% |
| 1Y | +9.4% | -23.7% | +33.1% | +17.6% |
| 3Y | +101.0% | -31.0% | +132.0% | +123.4% |
| 5Y | +26.1% | -33.5% | +59.6% | +36.9% |
| All | +26.1% | -34.7% | +60.8% | +36.9% |
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