+2,423.9%
MUU vs MKC
-32.8%
+2,456.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.9% |
| 7D | +3.6% | -2.8% | +6.4% | +1.1% |
| 30D | +22.3% | -3.4% | +25.7% | +19.6% |
| 3M | -8.2% | +3.8% | -12.0% | -1.0% |
| 6M | +256.3% | -17.9% | +274.3% | +268.4% |
| YTD | +534.4% | -23.6% | +558.0% | +559.5% |
| 1Y | +2,163.5% | -23.1% | +2,186.6% | +2,268.0% |
| All | +2,423.9% | -32.8% | +2,456.7% | +2,373.9% |
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