+329.7%
KO vs MPC
+2,977.1%
-2,647.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.8% | +5.4% | -7.2% | -2.5% |
| 30D | +1.4% | +31.0% | -29.5% | -2.4% |
| 3M | +15.4% | +46.0% | -30.6% | +9.2% |
| 6M | +14.3% | +77.3% | -63.0% | +4.9% |
| YTD | +27.7% | +141.9% | -114.2% | +11.8% |
| 1Y | +32.7% | +120.9% | -88.2% | +17.5% |
| 3Y | +62.2% | +182.7% | -120.5% | +35.9% |
| 5Y | +80.0% | +646.4% | -566.4% | +26.2% |
| 10Y | +175.6% | +1,138.7% | -963.1% | +64.0% |
| All | +329.7% | +2,977.1% | -2,647.4% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling