+3.8%
MSCI vs MKC
-32.7%
+36.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.5% |
| 7D | +2.8% | +2.3% | +0.5% | +2.3% |
| 30D | +15.4% | +8.1% | +7.3% | +13.4% |
| 3M | +13.4% | -6.4% | +19.8% | +14.9% |
| 6M | +10.9% | +1.8% | +9.1% | +10.1% |
| YTD | +13.0% | -26.9% | +39.9% | +20.6% |
| 1Y | +12.0% | -21.7% | +33.7% | +17.2% |
| 3Y | +34.1% | -18.7% | +52.8% | +36.8% |
| All | +3.8% | -32.7% | +36.5% | +24.5% |
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 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