+153.3%
MP vs MKC
-29.9%
+183.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.3% |
| 7D | -2.9% | -5.9% | +3.0% | -3.2% |
| 30D | +13.8% | -0.9% | +14.7% | +13.7% |
| 3M | -16.7% | +12.7% | -29.4% | -16.3% |
| 6M | -11.5% | -19.3% | +7.8% | -9.6% |
| YTD | +7.9% | -22.2% | +30.1% | +10.2% |
| 1Y | -15.0% | -23.3% | +8.3% | -12.9% |
| All | +153.3% | -29.9% | +183.1% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling