+1,319.3%
MU vs MKC
-33.2%
+1,352.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.7% |
| 7D | +7.2% | -4.3% | +11.5% | +6.5% |
| 30D | +14.0% | -2.0% | +16.0% | +13.7% |
| 3M | +5.4% | +10.0% | -4.6% | +6.8% |
| 6M | +170.3% | -18.5% | +188.8% | +173.7% |
| YTD | +250.7% | -22.4% | +273.1% | +256.1% |
| 1Y | +662.1% | -23.6% | +685.7% | +674.8% |
| 3Y | +1,341.2% | -30.4% | +1,371.6% | +1,381.0% |
| 5Y | +1,319.3% | -34.2% | +1,353.5% | +1,364.1% |
| All | +1,319.3% | -33.2% | +1,352.6% | +1,364.1% |
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