+130.4%
KO vs MP
+450.8%
-320.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -1.8% | -2.9% | +1.1% | -1.8% |
| 30D | +1.4% | +13.8% | -12.4% | +1.4% |
| 3M | +15.4% | -16.7% | +32.1% | +15.5% |
| 6M | +14.3% | -11.5% | +25.8% | +14.3% |
| YTD | +27.7% | +7.9% | +19.7% | +27.3% |
| 1Y | +32.7% | -15.0% | +47.7% | +32.4% |
| 3Y | +62.2% | +153.5% | -91.3% | +57.0% |
| 5Y | +80.0% | +58.7% | +21.3% | +74.8% |
| All | +130.4% | +450.8% | -320.4% | +89.5% |
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 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