-33.5%
MOD vs MKC
-23.7%
-9.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +10.9% | +9.1% |
| 7D | -13.9% | -1.9% | -12.0% | -13.9% |
| 30D | -41.5% | +8.0% | -49.5% | -37.8% |
| 3M | -45.7% | -8.6% | -37.1% | -46.6% |
| 6M | -61.1% | +1.1% | -62.2% | -59.5% |
| YTD | -20.5% | -27.7% | +7.2% | -19.3% |
| All | -33.5% | -23.7% | -9.8% | -33.0% |
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