+265.1%
MU vs MKC
-18.2%
+283.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.4% | -12.4% | -2.8% |
| 7D | -19.1% | +9.6% | -28.7% | -12.7% |
| 30D | -25.2% | +12.0% | -37.3% | -17.5% |
| 3M | -10.9% | -2.0% | -8.9% | -10.2% |
| 6M | +38.0% | +7.2% | +30.8% | +52.2% |
| YTD | +178.8% | -23.7% | +202.6% | +171.9% |
| 1Y | +265.1% | -18.3% | +283.5% | +282.8% |
| All | +265.1% | -18.2% | +283.4% | +282.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling