+151.8%
KO vs MP
+257.7%
-105.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.1% |
| 7D | +1.7% | -10.5% | +12.2% | +1.7% |
| 30D | +11.5% | -23.5% | +35.0% | +11.6% |
| 3M | +10.8% | -25.4% | +36.2% | +10.9% |
| 6M | +22.3% | -51.3% | +73.5% | +22.7% |
| YTD | +39.5% | -29.9% | +69.4% | +39.3% |
| 1Y | +42.2% | -31.8% | +74.1% | +41.9% |
| 3Y | +83.1% | +127.0% | -43.9% | +75.9% |
| 5Y | +94.8% | -3.3% | +98.1% | +89.8% |
| All | +151.8% | +257.7% | -105.9% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling