+191.0%
MOD vs MKC
-21.4%
+212.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.2% | +26.7% | +28.3% |
| 7D | +40.4% | -3.0% | +43.4% | +38.6% |
| 30D | -14.0% | +4.8% | -18.8% | -12.0% |
| 3M | -33.3% | -12.8% | -20.5% | -34.9% |
| 6M | -51.4% | +5.0% | -56.4% | -50.3% |
| YTD | +1.6% | -29.1% | +30.7% | 0.0% |
| 1Y | +5.4% | -26.4% | +31.8% | +4.1% |
| 3Y | +191.0% | -21.6% | +212.6% | +175.7% |
| All | +191.0% | -21.4% | +212.4% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling