+184.8%
MPC vs KHC
-12.8%
+197.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | 0.0% |
| 7D | -8.8% | -1.1% | -7.7% | -8.8% |
| 30D | -14.4% | +8.8% | -23.2% | -15.3% |
| 3M | +21.9% | -1.2% | +23.2% | +22.0% |
| 6M | +60.1% | +4.6% | +55.5% | +58.6% |
| YTD | +142.3% | +5.1% | +137.2% | +139.5% |
| 1Y | +101.7% | +6.2% | +95.5% | +99.0% |
| 3Y | +184.8% | -12.9% | +197.7% | +192.8% |
| All | +184.8% | -12.8% | +197.6% | +192.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling