-63.4%
PINS vs MKC
-33.7%
-29.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -12.0% | -5.9% | -6.2% | -11.6% |
| 30D | -12.7% | -0.9% | -11.8% | -12.6% |
| 3M | -5.5% | +12.7% | -18.2% | -6.1% |
| 6M | +5.3% | -19.3% | +24.6% | +6.1% |
| YTD | -21.2% | -22.2% | +0.9% | -20.4% |
| 1Y | -45.0% | -23.3% | -21.7% | -44.4% |
| 3Y | -26.2% | -30.0% | +3.8% | -24.6% |
| All | -63.4% | -33.7% | -29.7% | -65.5% |
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 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