+4,690.3%
COP vs MKC
+3,031.2%
+1,659.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +3.4% | -7.3% | +10.7% | +5.2% |
| 30D | -0.6% | +4.0% | -4.6% | -1.8% |
| 3M | +10.8% | -11.5% | +22.2% | +13.4% |
| 6M | +19.6% | +1.1% | +18.6% | +18.3% |
| YTD | +52.9% | -29.9% | +82.8% | +64.0% |
| 1Y | +62.2% | -27.0% | +89.2% | +72.1% |
| 3Y | +32.4% | -22.3% | +54.7% | +36.9% |
| 5Y | +129.7% | -36.0% | +165.7% | +145.6% |
| 10Y | +331.8% | +24.2% | +307.6% | +287.4% |
| All | +4,690.3% | +3,031.2% | +1,659.1% | +2,676.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling