+83.0%
PL vs MKC
-36.0%
+119.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -9.3% | -5.9% | -3.4% | -8.8% |
| 30D | -18.9% | -0.9% | -18.1% | -18.9% |
| 3M | -58.4% | +12.7% | -71.1% | -59.1% |
| 6M | -30.3% | -19.3% | -11.0% | -27.9% |
| YTD | -8.1% | -22.2% | +14.0% | -4.8% |
| 1Y | +180.5% | -23.3% | +203.8% | +190.7% |
| 3Y | +444.1% | -30.0% | +474.1% | +457.3% |
| 5Y | +83.0% | -33.8% | +116.8% | +93.0% |
| All | +83.0% | -36.0% | +119.0% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling