+159.3%
MP vs MKC
-21.4%
+180.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.7% |
| 7D | +9.5% | -3.0% | +12.4% | +9.0% |
| 30D | -3.0% | +4.8% | -7.8% | -2.3% |
| 3M | -30.4% | -12.8% | -17.5% | -31.5% |
| 6M | -39.2% | +5.0% | -44.2% | -38.8% |
| YTD | -23.3% | -29.1% | +5.8% | -23.7% |
| 1Y | -32.6% | -26.4% | -6.2% | -33.2% |
| 3Y | +159.3% | -21.6% | +180.9% | +126.3% |
| All | +159.3% | -21.4% | +180.7% | +126.3% |
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 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