+99.6%
PR vs MKC
+24.6%
+75.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.8% |
| 7D | +2.9% | -5.9% | +8.8% | +1.9% |
| 30D | +18.0% | -0.9% | +18.9% | +17.9% |
| 3M | +16.9% | +12.7% | +4.1% | +19.4% |
| 6M | +28.2% | -19.3% | +47.5% | +24.3% |
| YTD | +69.3% | -22.2% | +91.5% | +63.2% |
| 1Y | +69.5% | -23.3% | +92.8% | +63.1% |
| 3Y | +81.7% | -30.0% | +111.7% | +71.3% |
| 5Y | +422.2% | -33.8% | +456.0% | +390.8% |
| All | +99.6% | +24.6% | +75.0% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling