+139,934.2%
MSFT vs MKC
+3,068.3%
+136,865.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -1.3% | -3.0% | +1.7% | -0.4% |
| 30D | -1.8% | +4.8% | -6.7% | -3.4% |
| 3M | +5.6% | -12.8% | +18.5% | +9.6% |
| 6M | +29.8% | +5.0% | +24.8% | +26.9% |
| YTD | +9.0% | -29.1% | +38.1% | +18.8% |
| 1Y | +4.9% | -26.4% | +31.3% | +12.9% |
| 3Y | +46.2% | -21.6% | +67.8% | +50.7% |
| 5Y | +62.1% | -35.2% | +97.4% | +74.9% |
| 10Y | +899.6% | +25.6% | +874.0% | +767.0% |
| All | +139,934.2% | +3,068.3% | +136,865.8% | +53,016.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling