+836.5%
PM vs MKC
+310.3%
+526.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -7.1% | -7.0% | -0.1% | -4.1% |
| 30D | -2.8% | +4.1% | -6.9% | -4.7% |
| 3M | +6.3% | -10.3% | +16.6% | +11.1% |
| 6M | +9.6% | +1.7% | +7.9% | +7.9% |
| YTD | +25.6% | -29.1% | +54.7% | +43.7% |
| 1Y | +29.7% | -26.0% | +55.6% | +45.5% |
| 3Y | +147.6% | -21.5% | +169.0% | +163.3% |
| 5Y | +160.1% | -35.0% | +195.2% | +193.9% |
| 10Y | +260.9% | +25.6% | +235.3% | +166.3% |
| All | +836.5% | +310.3% | +526.1% | +241.6% |
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 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