+81.7%
KO vs MPC
+687.9%
-606.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -0.8% | +3.2% | -4.0% | -0.9% |
| 30D | +0.8% | +25.0% | -24.3% | -0.1% |
| 3M | +8.3% | +55.2% | -46.8% | +6.5% |
| 6M | +14.0% | +86.4% | -72.4% | +11.0% |
| YTD | +26.9% | +148.5% | -121.6% | +21.6% |
| 1Y | +32.7% | +121.7% | -89.0% | +27.8% |
| 3Y | +63.9% | +172.9% | -108.9% | +54.0% |
| 5Y | +81.7% | +679.9% | -598.2% | +48.0% |
| All | +81.7% | +687.9% | -606.2% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling