-30.3%
PL vs MKC
-21.6%
-8.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.5% |
| 7D | -9.3% | -5.9% | -3.4% | -10.9% |
| 30D | -18.9% | -0.9% | -18.1% | -19.1% |
| 3M | -58.4% | +12.7% | -71.1% | -56.6% |
| 6M | -30.3% | -19.3% | -11.0% | -31.2% |
| All | -30.3% | -21.6% | -8.7% | -31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling