+872.1%
MSFT vs MKC
+29.3%
+842.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -3.5% | -2.8% | -0.7% | -2.6% |
| 30D | -2.1% | -3.4% | +1.3% | -1.2% |
| 3M | +24.2% | +3.8% | +20.4% | +22.4% |
| 6M | +21.9% | -17.9% | +39.8% | +28.4% |
| YTD | +2.5% | -23.6% | +26.1% | +9.9% |
| 1Y | -0.8% | -23.1% | +22.3% | +5.7% |
| 3Y | +50.8% | -31.5% | +82.3% | +64.0% |
| 5Y | +73.5% | -33.1% | +106.6% | +86.0% |
| All | +872.1% | +29.3% | +842.8% | +719.2% |
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 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