+541.8%
MS vs MKC
+25.8%
+516.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | -1.7% | -7.0% | +5.3% | +0.1% |
| 30D | +0.9% | +4.1% | -3.2% | -0.3% |
| 3M | -10.8% | -10.3% | -0.5% | -8.6% |
| 6M | +0.9% | +1.7% | -0.8% | -0.7% |
| YTD | +9.8% | -29.1% | +38.9% | +19.2% |
| 1Y | +17.1% | -26.0% | +43.1% | +25.2% |
| 3Y | +175.7% | -21.5% | +197.2% | +182.6% |
| 5Y | +125.9% | -35.0% | +160.9% | +141.7% |
| All | +541.8% | +25.8% | +516.1% | +519.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling