+404.4%
MTZ vs MKC
+24.3%
+380.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -2.0% |
| 7D | +16.5% | -7.3% | +23.8% | +17.5% |
| 30D | -10.2% | +4.0% | -14.2% | -11.0% |
| 3M | -34.2% | -11.5% | -22.7% | -33.3% |
| 6M | -56.0% | +1.1% | -57.0% | -56.5% |
| YTD | -14.8% | -29.9% | +15.0% | -10.5% |
| 1Y | -7.2% | -27.0% | +19.8% | -3.5% |
| 3Y | +275.8% | -22.3% | +298.1% | +275.9% |
| 5Y | +93.5% | -36.0% | +129.5% | +99.8% |
| All | +404.4% | +24.3% | +380.0% | +365.0% |
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 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