+23.1%
COP vs MKC
-30.6%
+53.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -0.8% | -4.3% | +3.5% | -0.4% |
| 30D | +15.6% | -2.0% | +17.6% | +15.8% |
| 3M | +14.3% | +10.0% | +4.3% | +12.9% |
| 6M | +17.0% | -18.5% | +35.5% | +20.2% |
| YTD | +47.4% | -22.4% | +69.9% | +52.4% |
| 1Y | +52.4% | -23.6% | +76.0% | +57.8% |
| All | +23.1% | -30.6% | +53.7% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling