+14.4%
PL vs MKC
-25.1%
+39.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -1.3% |
| 7D | +5.6% | -2.4% | +8.0% | +5.1% |
| 30D | -16.9% | +5.4% | -22.3% | -16.4% |
| 3M | -38.2% | -11.1% | -27.1% | -38.9% |
| 6M | -63.4% | -1.4% | -62.1% | -63.4% |
| YTD | -27.6% | -29.4% | +1.8% | -22.2% |
| All | +14.4% | -25.1% | +39.5% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling