+534.5%
MPC vs KHC
-16.5%
+551.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.8% |
| 7D | -16.2% | +1.1% | -17.3% | -16.4% |
| 30D | -15.7% | +12.0% | -27.7% | -17.1% |
| 3M | +24.9% | +0.2% | +24.7% | +24.7% |
| 6M | +52.7% | +10.3% | +42.3% | +49.8% |
| YTD | +131.9% | +6.7% | +125.1% | +128.3% |
| 1Y | +96.6% | +10.9% | +85.8% | +92.3% |
| 3Y | +163.8% | -12.6% | +176.4% | +166.3% |
| All | +534.5% | -16.5% | +551.0% | +550.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling