+272.5%
PM vs MKC
+25.8%
+246.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | +0.5% | -3.0% | +3.5% | +1.6% |
| 30D | -3.2% | +4.8% | -8.0% | -5.0% |
| 3M | +6.2% | -12.8% | +19.1% | +11.2% |
| 6M | +7.7% | +5.0% | +2.7% | +5.1% |
| YTD | +27.3% | -29.1% | +56.3% | +42.1% |
| 1Y | +32.8% | -26.4% | +59.2% | +46.2% |
| 3Y | +150.0% | -21.6% | +171.6% | +164.1% |
| 5Y | +164.2% | -35.2% | +199.5% | +193.3% |
| All | +272.5% | +25.8% | +246.7% | +215.1% |
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