+1,530.3%
MOD vs MKC
-33.7%
+1,564.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.2% |
| 7D | +9.6% | -5.9% | +15.5% | +9.2% |
| 30D | 0.0% | -0.9% | +0.9% | 0.0% |
| 3M | -35.4% | +12.7% | -48.1% | -35.4% |
| 6M | -7.3% | -19.3% | +12.0% | -5.3% |
| YTD | +45.8% | -22.2% | +68.0% | +49.4% |
| 1Y | +43.1% | -23.3% | +66.5% | +46.7% |
| 3Y | +297.7% | -30.0% | +327.7% | +311.1% |
| All | +1,530.3% | -33.7% | +1,564.0% | +1,659.4% |
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