+129.1%
KO vs MP
+448.5%
-319.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | -0.8% | -0.7% | -0.1% | -0.8% |
| 30D | +0.8% | -0.7% | +1.4% | +0.8% |
| 3M | +8.3% | 0.0% | +8.3% | +8.3% |
| 6M | +14.0% | -10.0% | +24.0% | +14.0% |
| YTD | +26.9% | +7.5% | +19.4% | +26.5% |
| 1Y | +32.7% | -14.0% | +46.7% | +32.4% |
| 3Y | +63.9% | +153.5% | -89.6% | +58.7% |
| 5Y | +81.7% | +62.7% | +19.0% | +76.4% |
| All | +129.1% | +448.5% | -319.4% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling