+43.2%
KO vs MPC
+122.9%
-79.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.1% | +9.2% | +1.0% |
| 7D | +4.4% | -10.9% | +15.3% | +4.4% |
| 30D | +10.7% | -9.4% | +20.1% | +10.8% |
| 3M | +11.3% | +26.0% | -14.6% | +12.3% |
| 6M | +24.0% | +56.5% | -32.5% | +25.4% |
| YTD | +39.7% | +144.3% | -104.6% | +36.5% |
| 1Y | +43.2% | +117.2% | -74.0% | +43.5% |
| All | +43.2% | +122.9% | -79.7% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling