+22.3%
KO vs MP
-49.0%
+71.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | +0.5% |
| 7D | +1.7% | -10.5% | +12.2% | +0.5% |
| 30D | +11.5% | -23.5% | +35.0% | +8.6% |
| 3M | +10.8% | -25.4% | +36.2% | +8.4% |
| 6M | +22.3% | -51.3% | +73.5% | +15.2% |
| All | +22.3% | -49.0% | +71.3% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling