+209.7%
PH vs MKC
-35.5%
+245.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +4.3% | -3.0% | +7.3% | +4.8% |
| 30D | +0.1% | +4.8% | -4.7% | -0.9% |
| 3M | -9.4% | -12.8% | +3.5% | -7.5% |
| 6M | +8.8% | +5.0% | +3.7% | +6.8% |
| YTD | +9.6% | -29.1% | +38.7% | +16.5% |
| 1Y | +14.4% | -26.4% | +40.8% | +20.5% |
| 3Y | +134.5% | -21.6% | +156.2% | +139.9% |
| All | +209.7% | -35.5% | +245.2% | +245.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling