+22.0%
COP vs MKC
+2.9%
+19.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.7% |
| 7D | +4.4% | -3.0% | +7.4% | +4.1% |
| 30D | 0.0% | +4.8% | -4.9% | -0.1% |
| 3M | +15.0% | -12.8% | +27.9% | +14.6% |
| 6M | +22.0% | +5.0% | +17.0% | +18.7% |
| All | +22.0% | +2.9% | +19.1% | +18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling