+848.9%
PM vs MKC
+310.5%
+538.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.6% |
| 7D | +0.5% | -3.0% | +3.5% | +1.9% |
| 30D | -3.2% | +4.8% | -8.0% | -5.4% |
| 3M | +6.2% | -12.8% | +19.1% | +12.4% |
| 6M | +7.7% | +5.0% | +2.7% | +4.4% |
| YTD | +27.3% | -29.1% | +56.3% | +45.6% |
| 1Y | +32.8% | -26.4% | +59.2% | +49.3% |
| 3Y | +150.0% | -21.6% | +171.6% | +166.2% |
| 5Y | +164.2% | -35.2% | +199.5% | +199.0% |
| 10Y | +265.7% | +25.6% | +240.1% | +169.7% |
| All | +848.9% | +310.5% | +538.4% | +246.1% |
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