-0.6%
PEP vs MKC
-24.0%
+23.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -1.7% | -4.3% | +2.6% | -0.1% |
| 30D | +0.3% | -3.1% | +3.4% | +1.5% |
| 3M | -3.2% | +6.8% | -10.1% | -5.6% |
| 6M | -13.6% | -18.3% | +4.8% | -7.5% |
| YTD | -1.9% | -23.1% | +21.2% | +6.7% |
| 1Y | -0.6% | -23.7% | +23.1% | +7.4% |
| All | -0.6% | -24.0% | +23.4% | +7.4% |
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