+26.8%
PL vs MKC
-39.9%
+66.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.3% | +13.7% | +10.5% |
| 7D | -6.8% | +2.3% | -9.2% | -7.1% |
| 30D | -29.3% | +8.1% | -37.4% | -29.9% |
| 3M | -44.8% | -6.4% | -38.3% | -44.5% |
| 6M | -68.4% | +1.8% | -70.2% | -68.6% |
| YTD | -36.4% | -26.9% | -9.5% | -33.7% |
| 1Y | +0.7% | -21.7% | +22.4% | +3.5% |
| 3Y | +455.3% | -18.7% | +474.0% | +451.2% |
| 5Y | +22.7% | -32.8% | +55.5% | +30.3% |
| All | +26.8% | -39.9% | +66.6% | +35.0% |
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