+4,766.3%
COP vs MKC
+3,068.3%
+1,697.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | +4.4% | -3.0% | +7.4% | +5.1% |
| 30D | 0.0% | +4.8% | -4.9% | -1.4% |
| 3M | +15.0% | -12.8% | +27.9% | +18.2% |
| 6M | +22.0% | +5.0% | +17.0% | +19.6% |
| YTD | +55.3% | -29.1% | +84.4% | +66.1% |
| 1Y | +64.1% | -26.4% | +90.5% | +73.8% |
| 3Y | +34.1% | -21.6% | +55.7% | +38.4% |
| 5Y | +133.4% | -35.2% | +168.6% | +148.8% |
| 10Y | +338.6% | +25.6% | +313.0% | +292.5% |
| All | +4,766.3% | +3,068.3% | +1,697.9% | +2,713.4% |
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 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