+156.8%
KO vs MP
+271.0%
-114.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.7% |
| 7D | +1.8% | +2.3% | -0.4% | +1.8% |
| 30D | +8.7% | -15.3% | +24.0% | +8.7% |
| 3M | +13.5% | -33.5% | +47.0% | +13.6% |
| 6M | +25.6% | -45.5% | +71.1% | +25.9% |
| YTD | +42.3% | -27.3% | +69.6% | +42.0% |
| 1Y | +39.9% | -40.7% | +80.6% | +39.9% |
| 3Y | +87.5% | +145.9% | -58.3% | +79.9% |
| 5Y | +99.1% | -13.9% | +113.0% | +94.5% |
| All | +156.8% | +271.0% | -114.2% | +111.5% |
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