+2,274.1%
MTZ vs MKC
+3,165.5%
-891.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.3% | +12.9% | +10.2% |
| 7D | -6.4% | +2.3% | -8.8% | -7.2% |
| 30D | -22.1% | +8.1% | -30.2% | -23.8% |
| 3M | -32.7% | -6.4% | -26.2% | -32.2% |
| 6M | -59.8% | +1.8% | -61.6% | -60.5% |
| YTD | -19.9% | -26.9% | +7.0% | -15.8% |
| 1Y | -11.5% | -21.7% | +10.2% | -8.5% |
| 3Y | +258.1% | -18.7% | +276.8% | +260.2% |
| 5Y | +85.5% | -32.8% | +118.4% | +93.1% |
| 10Y | +492.2% | +27.0% | +465.2% | +416.9% |
| All | +2,274.1% | +3,165.5% | -891.4% | +1,363.5% |
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