+69.9%
PR vs MKC
-25.6%
+95.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +0.7% |
| 7D | -9.5% | -2.4% | -7.1% | -9.6% |
| 30D | -5.7% | +5.4% | -11.1% | -5.6% |
| 3M | +3.0% | -11.1% | +14.1% | +2.9% |
| 6M | +11.8% | -1.4% | +13.2% | +11.4% |
| YTD | +58.5% | -29.4% | +87.9% | +62.3% |
| 1Y | +69.9% | -24.7% | +94.6% | +75.9% |
| All | +69.9% | -25.6% | +95.5% | +75.9% |
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 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