+44.1%
PL vs MKC
-42.0%
+86.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | +5.6% | -2.4% | +8.0% | +5.7% |
| 30D | -16.9% | +5.4% | -22.3% | -17.6% |
| 3M | -38.2% | -11.1% | -27.1% | -37.7% |
| 6M | -63.4% | -1.4% | -62.1% | -63.7% |
| YTD | -27.6% | -29.4% | +1.8% | -24.5% |
| 1Y | +6.6% | -24.7% | +31.3% | +9.8% |
| 3Y | +557.6% | -21.8% | +579.4% | +554.2% |
| 5Y | +39.5% | -36.0% | +75.5% | +48.3% |
| All | +44.1% | -42.0% | +86.1% | +53.7% |
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