-8.0%
MSCI vs MKC
-33.0%
+25.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.4% | -5.9% | +6.3% | +1.7% |
| 30D | +0.6% | -0.9% | +1.4% | +0.7% |
| 3M | -7.1% | +12.7% | -19.8% | -9.6% |
| 6M | +0.8% | -19.3% | +20.1% | +5.7% |
| YTD | +1.0% | -22.2% | +23.1% | +6.5% |
| 1Y | +4.3% | -23.3% | +27.7% | +10.3% |
| 3Y | +9.9% | -30.0% | +39.9% | +19.1% |
| All | -8.0% | -33.0% | +25.1% | +2.2% |
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