+4,492.0%
COP vs MKC
+3,376.8%
+1,115.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +3.0% | -5.9% | +8.9% | +4.4% |
| 30D | +17.5% | -0.9% | +18.4% | +17.6% |
| 3M | +13.4% | +12.7% | +0.6% | +9.8% |
| 6M | +17.7% | -19.3% | +37.0% | +22.9% |
| YTD | +46.6% | -22.2% | +68.7% | +54.0% |
| 1Y | +44.6% | -23.3% | +67.9% | +52.1% |
| 3Y | +20.7% | -30.0% | +50.7% | +28.4% |
| 5Y | +185.0% | -33.8% | +218.8% | +203.6% |
| 10Y | +347.0% | +24.4% | +322.6% | +302.3% |
| All | +4,492.0% | +3,376.8% | +1,115.2% | +2,508.8% |
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