+2,812.9%
MMM vs MKC
+3,376.8%
-563.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.3% | -5.9% | +2.6% | -1.8% |
| 30D | -7.0% | -0.9% | -6.1% | -6.9% |
| 3M | +10.8% | +12.7% | -1.9% | +7.1% |
| 6M | +5.8% | -19.3% | +25.1% | +11.0% |
| YTD | +6.8% | -22.2% | +28.9% | +12.8% |
| 1Y | +10.4% | -23.3% | +33.7% | +16.8% |
| 3Y | +104.7% | -30.0% | +134.7% | +119.8% |
| 5Y | +23.6% | -33.8% | +57.3% | +33.7% |
| 10Y | +54.1% | +24.4% | +29.7% | +40.9% |
| All | +2,812.9% | +3,376.8% | -563.9% | +1,479.6% |
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 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