+51.0%
HPQ vs MKC
-33.0%
+84.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.3% |
| 7D | +9.8% | -1.5% | +11.2% | +10.1% |
| 30D | +22.4% | -3.1% | +25.5% | +23.1% |
| 3M | +45.2% | +5.2% | +40.0% | +43.7% |
| 6M | +96.4% | -12.8% | +109.3% | +100.9% |
| YTD | +65.4% | -23.3% | +88.7% | +73.1% |
| 1Y | +31.6% | -24.1% | +55.7% | +37.8% |
| 3Y | +37.0% | -32.1% | +69.1% | +46.9% |
| All | +51.0% | -33.0% | +84.0% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling