-17.5%
PINS vs MKC
-21.5%
+4.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -5.2% | -4.3% | -0.9% | -4.1% |
| 30D | -14.9% | -2.0% | -12.9% | -14.5% |
| 3M | -8.4% | +10.0% | -18.4% | -10.8% |
| 6M | +0.6% | -18.5% | +19.2% | +5.9% |
| YTD | -22.2% | -22.4% | +0.2% | -17.7% |
| 1Y | -46.9% | -23.6% | -23.3% | -43.8% |
| 3Y | -26.9% | -30.4% | +3.5% | -21.3% |
| 5Y | -63.0% | -34.2% | -28.8% | -60.8% |
| All | -17.5% | -21.5% | +4.1% | -24.7% |
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