+116.7%
MPC vs MKC
-25.8%
+142.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.5% |
| 7D | +11.2% | -3.0% | +14.2% | +11.0% |
| 30D | -14.5% | +4.8% | -19.3% | -14.3% |
| 3M | +16.7% | -12.8% | +29.5% | +16.7% |
| 6M | +67.6% | +5.0% | +62.5% | +70.0% |
| YTD | +157.9% | -29.1% | +187.0% | +147.4% |
| 1Y | +116.7% | -26.4% | +143.1% | +109.4% |
| All | +116.7% | -25.8% | +142.4% | +109.4% |
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