+133,470.9%
MSFT vs MKC
+3,376.8%
+130,094.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.8% |
| 7D | -2.7% | -5.9% | +3.2% | -0.9% |
| 30D | +2.7% | -0.9% | +3.6% | +2.9% |
| 3M | +17.0% | +12.7% | +4.2% | +12.4% |
| 6M | +23.8% | -19.3% | +43.1% | +31.0% |
| YTD | +4.0% | -22.2% | +26.1% | +10.6% |
| 1Y | -0.8% | -23.3% | +22.5% | +5.6% |
| 3Y | +55.6% | -30.0% | +85.6% | +67.0% |
| 5Y | +72.9% | -33.8% | +106.7% | +86.3% |
| 10Y | +875.8% | +24.4% | +851.4% | +752.1% |
| All | +133,470.9% | +3,376.8% | +130,094.1% | +49,371.0% |
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