+695.9%
PH vs MKC
+25.8%
+670.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +4.3% | -3.0% | +7.3% | +5.2% |
| 30D | +0.1% | +4.8% | -4.7% | -1.7% |
| 3M | -9.4% | -12.8% | +3.5% | -6.2% |
| 6M | +8.8% | +5.0% | +3.7% | +5.5% |
| YTD | +9.6% | -29.1% | +38.7% | +19.9% |
| 1Y | +14.4% | -26.4% | +40.8% | +23.5% |
| 3Y | +134.5% | -21.6% | +156.2% | +141.9% |
| 5Y | +204.4% | -35.2% | +239.7% | +230.3% |
| All | +695.9% | +25.8% | +670.0% | +617.9% |
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