+906.2%
MU vs MKC
-20.6%
+926.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.3% | +5.8% |
| 7D | -12.0% | -1.9% | -10.1% | -12.5% |
| 30D | -28.7% | +8.0% | -36.7% | -26.0% |
| 3M | -16.4% | -8.6% | -7.8% | -18.2% |
| 6M | -1.8% | +1.1% | -2.9% | +1.0% |
| YTD | +157.1% | -27.7% | +184.7% | +151.8% |
| 1Y | +208.5% | -23.7% | +232.2% | +204.3% |
| 3Y | +906.2% | -19.4% | +925.6% | +894.3% |
| All | +906.2% | -20.6% | +926.7% | +894.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling