-57.1%
MTZ vs MKC
-1.7%
-55.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -5.8% |
| 7D | -8.7% | -2.4% | -6.3% | -9.6% |
| 30D | -15.0% | +5.4% | -20.3% | -12.7% |
| 3M | -32.6% | -11.1% | -21.5% | -36.1% |
| All | -57.1% | -1.7% | -55.3% | -55.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling