+445.3%
MP vs MKC
-31.6%
+476.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.5% |
| 7D | -2.9% | -5.9% | +3.0% | -2.5% |
| 30D | +13.8% | -0.9% | +14.7% | +13.8% |
| 3M | -16.7% | +12.7% | -29.4% | -17.7% |
| 6M | -11.5% | -19.3% | +7.8% | -8.9% |
| YTD | +7.9% | -22.2% | +30.1% | +11.4% |
| 1Y | -15.0% | -23.3% | +8.3% | -12.2% |
| 3Y | +153.5% | -30.0% | +183.5% | +162.4% |
| 5Y | +58.7% | -33.8% | +92.4% | +61.7% |
| All | +445.3% | -31.6% | +476.9% | +470.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling