+47.1%
PPL vs MKC
-35.5%
+82.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | -0.4% | -3.0% | +2.6% | +0.4% |
| 30D | +2.6% | +4.8% | -2.2% | +1.4% |
| 3M | +0.8% | -12.8% | +13.6% | +3.9% |
| 6M | +1.4% | +5.0% | -3.6% | -0.5% |
| YTD | +4.3% | -29.1% | +33.4% | +12.9% |
| 1Y | +0.8% | -26.4% | +27.1% | +7.8% |
| 3Y | +57.9% | -21.6% | +79.5% | +64.0% |
| All | +47.1% | -35.5% | +82.6% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling