+2,880.2%
HPQ vs MKC
+3,336.7%
-456.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.1% |
| 7D | +1.3% | -4.3% | +5.6% | +2.3% |
| 30D | +8.7% | -3.1% | +11.8% | +9.5% |
| 3M | +31.5% | +6.8% | +24.6% | +29.2% |
| 6M | +76.0% | -18.3% | +94.3% | +84.1% |
| YTD | +49.5% | -23.1% | +72.6% | +58.2% |
| 1Y | +17.3% | -23.7% | +40.9% | +24.0% |
| 3Y | +24.4% | -31.0% | +55.4% | +33.2% |
| 5Y | +37.3% | -33.5% | +70.8% | +47.1% |
| 10Y | +223.0% | +30.3% | +192.7% | +189.7% |
| All | +2,880.2% | +3,336.7% | -456.5% | +1,460.4% |
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