+123.2%
MPC vs MKC
-24.0%
+147.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +3.9% | -4.3% | +8.2% | +3.8% |
| 30D | +33.8% | -2.0% | +35.8% | +33.8% |
| 3M | +49.9% | +10.0% | +39.9% | +51.0% |
| 6M | +80.9% | -18.5% | +99.5% | +78.9% |
| YTD | +147.4% | -22.4% | +169.8% | +141.3% |
| 1Y | +123.2% | -23.6% | +146.8% | +120.0% |
| All | +123.2% | -24.0% | +147.2% | +120.0% |
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