+782.8%
PH vs MKC
+29.3%
+753.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -3.1% | -2.8% | -0.3% | -2.3% |
| 30D | -11.8% | -3.4% | -8.4% | -11.0% |
| 3M | +6.9% | +3.8% | +3.2% | +5.1% |
| 6M | -1.3% | -17.9% | +16.7% | +4.2% |
| YTD | +7.0% | -23.6% | +30.6% | +15.1% |
| 1Y | +23.1% | -23.1% | +46.2% | +31.7% |
| 3Y | +135.4% | -31.5% | +166.9% | +158.7% |
| 5Y | +250.3% | -33.1% | +283.4% | +280.6% |
| All | +782.8% | +29.3% | +753.5% | +701.0% |
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