+23,761.0%
PH vs MKC
+3,376.8%
+20,384.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.1% | -5.9% | +2.8% | -1.4% |
| 30D | -3.2% | -0.9% | -2.4% | -3.1% |
| 3M | +10.6% | +12.7% | -2.1% | +6.1% |
| 6M | -2.1% | -19.3% | +17.2% | +3.2% |
| YTD | +10.2% | -22.2% | +32.3% | +17.0% |
| 1Y | +28.2% | -23.3% | +51.6% | +36.3% |
| 3Y | +134.9% | -30.0% | +164.9% | +153.0% |
| 5Y | +253.6% | -33.8% | +287.4% | +282.8% |
| 10Y | +804.7% | +24.4% | +780.3% | +698.1% |
| All | +23,761.0% | +3,376.8% | +20,384.2% | +10,684.6% |
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