+59.9%
PPL vs MKC
-29.9%
+89.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.7% | -5.9% | +8.5% | +3.8% |
| 30D | +0.5% | -0.9% | +1.3% | +0.6% |
| 3M | +0.7% | +12.7% | -12.1% | -1.9% |
| 6M | -7.6% | -19.3% | +11.7% | -3.7% |
| YTD | +1.8% | -22.2% | +24.0% | +6.8% |
| 1Y | -0.8% | -23.3% | +22.6% | +4.4% |
| All | +59.9% | -29.9% | +89.8% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling