+1,166.2%
MPC vs MKC
+24.3%
+1,141.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | +9.4% | -7.3% | +16.7% | +11.3% |
| 30D | -13.4% | +4.0% | -17.4% | -14.5% |
| 3M | +18.9% | -11.5% | +30.3% | +21.8% |
| 6M | +64.9% | +1.1% | +63.8% | +63.1% |
| YTD | +156.8% | -29.9% | +186.7% | +176.7% |
| 1Y | +113.2% | -27.0% | +140.2% | +126.8% |
| 3Y | +201.8% | -22.3% | +224.1% | +210.4% |
| 5Y | +601.4% | -36.0% | +637.4% | +642.7% |
| All | +1,166.2% | +24.3% | +1,141.9% | +1,048.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling