+534.5%
MPC vs MKC
-32.7%
+567.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.0% |
| 7D | -16.2% | +2.3% | -18.5% | -16.4% |
| 30D | -15.7% | +8.1% | -23.8% | -16.3% |
| 3M | +24.9% | -6.4% | +31.3% | +25.6% |
| 6M | +52.7% | +1.8% | +50.9% | +52.3% |
| YTD | +131.9% | -26.9% | +158.7% | +138.4% |
| 1Y | +96.6% | -21.7% | +118.3% | +100.3% |
| 3Y | +163.8% | -18.7% | +182.5% | +168.6% |
| All | +534.5% | -32.7% | +567.2% | +578.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling