+166.4%
MTZ vs MKC
-33.2%
+199.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.8% |
| 7D | +3.6% | -4.3% | +7.9% | +3.6% |
| 30D | -9.6% | -2.0% | -7.6% | -9.6% |
| 3M | -31.9% | +10.0% | -41.9% | -32.3% |
| 6M | -13.8% | -18.5% | +4.7% | -12.1% |
| YTD | +13.3% | -22.4% | +35.7% | +15.9% |
| 1Y | +39.3% | -23.6% | +62.9% | +42.7% |
| 3Y | +168.3% | -30.4% | +198.8% | +176.3% |
| 5Y | +166.4% | -34.2% | +200.6% | +175.2% |
| All | +166.4% | -33.2% | +199.6% | +175.2% |
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 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