+177.9%
KO vs MPC
+1,167.6%
-989.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | +1.6% | +17.0% | -15.4% | -0.7% |
| 3M | +5.8% | +49.5% | -43.7% | -0.4% |
| 6M | +14.3% | +83.5% | -69.2% | +4.0% |
| YTD | +27.3% | +144.1% | -116.8% | +10.7% |
| 1Y | +33.2% | +119.6% | -86.4% | +17.4% |
| 3Y | +64.5% | +168.1% | -103.6% | +37.7% |
| 5Y | +83.1% | +671.3% | -588.2% | +23.0% |
| All | +177.9% | +1,167.6% | -989.7% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling