+78.7%
PR vs MKC
+25.5%
+53.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.8% |
| 7D | -0.5% | -7.0% | +6.5% | -1.7% |
| 30D | -4.6% | +4.1% | -8.7% | -3.8% |
| 3M | +4.7% | -10.3% | +15.0% | +3.2% |
| 6M | +12.4% | +1.7% | +10.8% | +13.3% |
| YTD | +62.9% | -29.1% | +91.9% | +55.0% |
| 1Y | +70.6% | -26.0% | +96.6% | +63.7% |
| 3Y | +90.0% | -21.5% | +111.5% | +87.4% |
| 5Y | +255.5% | -35.0% | +290.6% | +241.1% |
| 10Y | +78.7% | +25.6% | +53.2% | +135.1% |
| All | +78.7% | +25.5% | +53.2% | +135.1% |
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