-24.0%
POET vs MKC
+303.9%
-327.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.9% |
| 7D | +3.7% | -2.8% | +6.5% | +4.1% |
| 30D | -11.5% | -3.4% | -8.1% | -11.2% |
| 3M | -30.8% | +3.8% | -34.6% | -31.7% |
| 6M | +8.6% | -17.9% | +26.5% | +11.8% |
| YTD | +20.1% | -23.6% | +43.7% | +25.2% |
| 1Y | +35.7% | -23.1% | +58.8% | +40.7% |
| 3Y | +116.5% | -31.5% | +148.0% | +127.7% |
| 5Y | -8.4% | -33.1% | +24.7% | -4.7% |
| 10Y | +24.6% | +29.3% | -4.7% | +11.4% |
| All | -24.0% | +303.9% | -327.9% | -47.8% |
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