+19.0%
PM vs MKC
-23.8%
+42.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +1.9% | -2.8% | +4.7% | +2.7% |
| 30D | +1.9% | -3.4% | +5.3% | +2.8% |
| 3M | +4.6% | +3.8% | +0.8% | +3.1% |
| 6M | +11.7% | -17.9% | +29.6% | +17.1% |
| YTD | +20.4% | -23.6% | +44.0% | +29.2% |
| 1Y | +19.0% | -23.1% | +42.0% | +26.3% |
| All | +19.0% | -23.8% | +42.7% | +26.3% |
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