+124.3%
PM vs MKC
-29.9%
+154.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | -1.3% | -4.3% | +3.1% | -0.2% |
| 30D | -2.6% | -2.0% | -0.6% | -2.1% |
| 3M | +5.8% | +10.0% | -4.2% | +3.0% |
| 6M | +10.6% | -18.5% | +29.1% | +15.8% |
| YTD | +17.2% | -22.4% | +39.6% | +24.1% |
| 1Y | +17.6% | -23.6% | +41.3% | +24.9% |
| 3Y | +124.3% | -30.4% | +154.7% | +146.6% |
| All | +124.3% | -29.9% | +154.1% | +146.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling