+3,908.7%
PG vs MKC
+3,311.3%
+597.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -2.7% | -2.8% | +0.1% | -1.9% |
| 30D | -1.5% | -3.4% | +1.8% | -0.7% |
| 3M | -3.4% | +3.8% | -7.1% | -4.6% |
| 6M | -7.0% | -17.9% | +11.0% | -2.4% |
| YTD | +2.0% | -23.6% | +25.6% | +8.8% |
| 1Y | -6.5% | -23.1% | +16.6% | -0.5% |
| 3Y | +1.2% | -31.5% | +32.7% | +10.0% |
| 5Y | +12.8% | -33.1% | +45.9% | +22.7% |
| 10Y | +117.7% | +29.3% | +88.4% | +100.8% |
| All | +3,908.7% | +3,311.3% | +597.4% | +1,838.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling