+62.2%
COP vs MKC
-27.0%
+89.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.6% |
| 7D | +3.4% | -7.3% | +10.7% | +3.2% |
| 30D | -0.6% | +4.0% | -4.6% | -0.8% |
| 3M | +10.8% | -11.5% | +22.2% | +10.8% |
| 6M | +19.6% | +1.1% | +18.6% | +19.2% |
| YTD | +52.9% | -29.9% | +82.8% | +54.8% |
| 1Y | +62.2% | -27.0% | +89.2% | +66.7% |
| All | +62.2% | -27.0% | +89.2% | +66.7% |
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 · 6 months rolling