+763.1%
PM vs MKC
+350.5%
+412.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -4.9% | -5.9% | +1.0% | -2.3% |
| 30D | -3.4% | -0.9% | -2.5% | -3.1% |
| 3M | +5.2% | +12.7% | -7.6% | -0.7% |
| 6M | +3.7% | -19.3% | +23.0% | +13.1% |
| YTD | +15.8% | -22.2% | +37.9% | +27.6% |
| 1Y | +17.4% | -23.3% | +40.7% | +30.0% |
| 3Y | +116.9% | -30.0% | +146.9% | +145.3% |
| 5Y | +117.3% | -33.8% | +151.1% | +145.9% |
| 10Y | +193.8% | +24.4% | +169.3% | +122.2% |
| All | +763.1% | +350.5% | +412.7% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling