+116.1%
PG vs MKC
+29.9%
+86.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.8% | -1.5% | +0.7% | -0.2% |
| 30D | +0.8% | -3.1% | +3.9% | +2.0% |
| 3M | -1.3% | +5.2% | -6.5% | -3.8% |
| 6M | -3.8% | -12.8% | +9.0% | +0.9% |
| YTD | +3.6% | -23.3% | +26.9% | +14.0% |
| 1Y | -5.7% | -24.1% | +18.4% | +3.9% |
| 3Y | +1.6% | -32.1% | +33.7% | +15.8% |
| 5Y | +14.6% | -32.8% | +47.4% | +29.5% |
| All | +116.1% | +29.9% | +86.3% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling