+79.2%
PR vs MKC
-25.8%
+105.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.3% |
| 7D | +6.0% | -3.0% | +9.0% | +5.7% |
| 30D | -4.2% | +4.8% | -9.0% | -4.1% |
| 3M | +10.0% | -12.8% | +22.8% | +9.9% |
| 6M | +15.6% | +5.0% | +10.6% | +14.7% |
| YTD | +68.2% | -29.1% | +97.2% | +71.5% |
| 1Y | +79.2% | -26.4% | +105.6% | +85.0% |
| All | +79.2% | -25.8% | +105.0% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling