-38.7%
PINS vs MKC
-18.6%
-20.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.9% | -4.2% |
| 7D | -2.1% | +2.3% | -4.4% | -2.0% |
| 30D | -6.6% | +8.1% | -14.7% | -6.4% |
| 3M | -18.7% | -6.4% | -12.3% | -18.7% |
| 6M | -10.4% | +1.8% | -12.2% | -10.0% |
| YTD | -26.8% | -26.9% | +0.1% | -28.1% |
| 1Y | -27.9% | -21.7% | -6.1% | -29.3% |
| 3Y | -38.7% | -18.7% | -19.9% | -40.5% |
| All | -38.7% | -18.6% | -20.1% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling