+387.1%
KO vs MPC
+3,180.8%
-2,793.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | +3.7% | +11.2% | -7.5% | +2.2% |
| 30D | +8.1% | -14.5% | +22.6% | +10.3% |
| 3M | +14.2% | +16.7% | -2.5% | +11.5% |
| 6M | +25.2% | +67.6% | -42.4% | +15.9% |
| YTD | +44.7% | +157.9% | -113.2% | +25.3% |
| 1Y | +43.4% | +116.7% | -73.3% | +27.3% |
| 3Y | +90.1% | +199.8% | -109.7% | +57.8% |
| 5Y | +103.0% | +604.4% | -501.5% | +43.8% |
| 10Y | +229.8% | +1,171.5% | -941.7% | +95.1% |
| All | +387.1% | +3,180.8% | -2,793.7% | +131.2% |
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