+165.7%
MPC vs MKC
-29.6%
+195.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +5.4% | -5.9% | +11.3% | +6.0% |
| 30D | +31.0% | -0.9% | +31.8% | +31.1% |
| 3M | +46.0% | +12.7% | +33.3% | +44.6% |
| 6M | +77.3% | -19.3% | +96.6% | +81.3% |
| YTD | +141.9% | -22.2% | +164.1% | +147.6% |
| 1Y | +120.9% | -23.3% | +144.3% | +126.6% |
| All | +165.7% | -29.6% | +195.3% | +174.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling