+1,171.8%
MPC vs KHC
-50.5%
+1,222.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | -0.4% |
| 7D | +11.2% | +2.0% | +9.2% | +10.5% |
| 30D | -14.5% | +10.6% | -25.1% | -17.7% |
| 3M | +16.7% | +0.5% | +16.2% | +15.9% |
| 6M | +67.6% | +12.1% | +55.5% | +59.3% |
| YTD | +157.9% | +8.9% | +149.0% | +146.2% |
| 1Y | +116.7% | +7.5% | +109.2% | +107.7% |
| 3Y | +199.8% | -10.7% | +210.5% | +201.3% |
| 5Y | +604.4% | -13.2% | +617.6% | +597.4% |
| All | +1,171.8% | -50.5% | +1,222.3% | +1,012.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling