+14,639.2%
MO vs MKC
+3,336.7%
+11,302.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -2.4% | -4.3% | +1.9% | -1.2% |
| 30D | +3.6% | -3.1% | +6.7% | +4.4% |
| 3M | -3.7% | +6.8% | -10.5% | -5.5% |
| 6M | +4.5% | -18.3% | +22.8% | +9.8% |
| YTD | +21.5% | -23.1% | +44.6% | +29.4% |
| 1Y | +9.5% | -23.7% | +33.2% | +16.7% |
| 3Y | +93.6% | -31.0% | +124.6% | +109.3% |
| 5Y | +97.5% | -33.5% | +131.0% | +113.7% |
| 10Y | +111.2% | +30.3% | +80.9% | +89.4% |
| All | +14,639.2% | +3,336.7% | +11,302.5% | +6,581.7% |
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