+211.8%
PM vs MKC
+26.7%
+185.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.2% | -4.3% | +3.1% | +0.4% |
| 30D | -0.2% | -3.1% | +2.9% | +0.9% |
| 3M | +4.9% | +6.8% | -1.9% | +2.1% |
| 6M | +9.0% | -18.3% | +27.4% | +16.6% |
| YTD | +17.8% | -23.1% | +40.8% | +28.2% |
| 1Y | +16.8% | -23.7% | +40.5% | +27.3% |
| 3Y | +125.4% | -31.0% | +156.4% | +151.9% |
| 5Y | +128.7% | -33.5% | +162.2% | +153.6% |
| 10Y | +211.8% | +30.3% | +181.6% | +158.4% |
| All | +211.8% | +26.7% | +185.2% | +158.4% |
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