+159.0%
PM vs MKC
-35.1%
+194.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.3% |
| 7D | -6.6% | -2.4% | -4.2% | -6.0% |
| 30D | -3.4% | +5.4% | -8.8% | -4.9% |
| 3M | +5.3% | -11.1% | +16.5% | +8.6% |
| 6M | +15.5% | -1.4% | +16.9% | +15.4% |
| YTD | +24.3% | -29.4% | +53.7% | +35.5% |
| 1Y | +29.7% | -24.7% | +54.4% | +38.9% |
| 3Y | +144.9% | -21.8% | +166.7% | +158.0% |
| 5Y | +159.0% | -36.0% | +195.0% | +172.6% |
| All | +159.0% | -35.1% | +194.1% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling