+1,371.2%
MU vs MKC
-30.0%
+1,401.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.0% | +5.8% |
| 7D | +9.0% | -5.9% | +14.8% | +6.8% |
| 30D | +13.8% | -0.9% | +14.7% | +13.6% |
| 3M | +2.1% | +12.7% | -10.6% | +6.8% |
| 6M | +153.8% | -19.3% | +173.1% | +152.7% |
| YTD | +256.4% | -22.2% | +278.5% | +255.5% |
| 1Y | +719.8% | -23.3% | +743.1% | +718.5% |
| All | +1,371.2% | -30.0% | +1,401.2% | +1,373.8% |
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 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