+102.9%
KO vs MPC
+600.5%
-497.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | +3.7% | +11.2% | -7.5% | +3.3% |
| 30D | +8.1% | -14.5% | +22.6% | +8.7% |
| 3M | +14.2% | +16.7% | -2.5% | +13.5% |
| 6M | +25.2% | +67.6% | -42.4% | +22.6% |
| YTD | +44.7% | +157.9% | -113.2% | +38.5% |
| 1Y | +43.4% | +116.7% | -73.3% | +38.4% |
| 3Y | +90.1% | +199.8% | -109.7% | +77.3% |
| All | +102.9% | +600.5% | -497.6% | +67.2% |
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 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