+32.7%
KO vs MPC
+120.1%
-87.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.8% | +5.4% | -7.2% | -1.5% |
| 30D | +1.4% | +31.0% | -29.5% | +2.7% |
| 3M | +15.4% | +46.0% | -30.6% | +17.3% |
| 6M | +14.3% | +77.3% | -63.0% | +17.2% |
| YTD | +27.7% | +141.9% | -114.2% | +31.6% |
| 1Y | +32.7% | +120.9% | -88.2% | +37.2% |
| All | +32.7% | +120.1% | -87.4% | +37.2% |
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