-1.2%
MSCI vs MKC
-24.0%
+22.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -1.1% | -4.3% | +3.2% | -1.0% |
| 30D | -1.2% | -3.1% | +1.9% | -1.0% |
| 3M | -8.4% | +6.8% | -15.2% | -8.0% |
| 6M | -1.0% | -18.3% | +17.3% | -2.7% |
| YTD | -2.3% | -23.1% | +20.8% | -2.4% |
| 1Y | -1.2% | -23.7% | +22.5% | -1.8% |
| All | -1.2% | -24.0% | +22.8% | -1.8% |
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