+236.9%
MU vs MKC
-24.7%
+261.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +12.2% |
| 7D | +2.0% | -7.0% | +9.0% | -3.5% |
| 30D | -18.0% | +4.1% | -22.0% | -14.6% |
| 3M | -6.6% | -10.3% | +3.7% | -12.0% |
| 6M | +2.0% | +1.7% | +0.3% | +7.2% |
| YTD | +184.5% | -29.1% | +213.6% | +164.2% |
| 1Y | +236.9% | -26.0% | +262.9% | +227.5% |
| All | +236.9% | -24.7% | +261.6% | +227.5% |
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 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