+125.1%
PM vs MKC
-33.2%
+158.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | -1.3% | -4.3% | +3.1% | 0.0% |
| 30D | -2.6% | -2.0% | -0.6% | -2.0% |
| 3M | +5.8% | +10.0% | -4.2% | +2.7% |
| 6M | +10.6% | -18.5% | +29.1% | +16.5% |
| YTD | +17.2% | -22.4% | +39.6% | +24.9% |
| 1Y | +17.6% | -23.6% | +41.3% | +25.9% |
| 3Y | +124.3% | -30.4% | +154.7% | +146.2% |
| 5Y | +125.1% | -34.2% | +159.3% | +143.6% |
| All | +125.1% | -33.2% | +158.3% | +143.6% |
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