+127.0%
MP vs MKC
-18.6%
+145.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.3% | +4.4% |
| 7D | -10.5% | +2.3% | -12.9% | -10.1% |
| 30D | -23.5% | +8.1% | -31.6% | -22.6% |
| 3M | -25.4% | -6.4% | -19.0% | -25.9% |
| 6M | -51.3% | +1.8% | -53.1% | -50.8% |
| YTD | -29.9% | -26.9% | -3.0% | -30.0% |
| 1Y | -31.8% | -21.7% | -10.1% | -32.2% |
| 3Y | +127.0% | -18.7% | +145.7% | +96.8% |
| All | +127.0% | -18.6% | +145.6% | +96.8% |
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