-34.6%
MP vs MKC
-18.2%
-16.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.4% | -10.5% | -3.1% |
| 7D | -12.5% | +9.6% | -22.1% | -9.5% |
| 30D | -23.3% | +12.0% | -35.4% | -20.0% |
| 3M | -24.4% | -2.0% | -22.3% | -24.6% |
| 6M | -45.8% | +7.2% | -53.0% | -43.4% |
| YTD | -28.9% | -23.7% | -5.2% | -33.0% |
| 1Y | -34.6% | -18.3% | -16.3% | -38.3% |
| All | -34.6% | -18.2% | -16.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling