+834.9%
MU vs MKC
-32.0%
+867.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +4.5% |
| 7D | -22.0% | +2.3% | -24.4% | -21.5% |
| 30D | -36.6% | +8.1% | -44.7% | -35.5% |
| 3M | -21.7% | -6.4% | -15.3% | -22.0% |
| 6M | +3.5% | +1.8% | +1.8% | +4.8% |
| YTD | +141.9% | -26.9% | +168.8% | +144.9% |
| 1Y | +189.8% | -21.7% | +211.5% | +192.3% |
| 3Y | +855.4% | -18.7% | +874.1% | +838.4% |
| All | +834.9% | -32.0% | +867.0% | +978.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling