+117.2%
MPC vs MKC
-18.2%
+135.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.4% | -13.5% | -7.6% |
| 7D | -10.9% | +9.6% | -20.5% | -10.3% |
| 30D | -9.4% | +12.0% | -21.4% | -8.6% |
| 3M | +26.0% | -2.0% | +28.0% | +26.9% |
| 6M | +56.5% | +7.2% | +49.3% | +58.8% |
| YTD | +144.3% | -23.7% | +168.0% | +136.9% |
| 1Y | +117.2% | -18.3% | +135.5% | +113.0% |
| All | +117.2% | -18.2% | +135.5% | +113.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling