-48.3%
MUZ vs MKC
+8.1%
-56.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +5.4% | +8.8% | +2.4% |
| 7D | +47.2% | +9.6% | +37.6% | +22.9% |
| 30D | +57.1% | +12.0% | +45.1% | +26.9% |
| 3M | -5.3% | -2.0% | -3.3% | +0.6% |
| All | -48.3% | +8.1% | -56.4% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling