+92.5%
PR vs MKC
-22.3%
+114.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | +6.7% | -7.3% | +14.0% | +7.1% |
| 30D | -6.1% | +4.0% | -10.1% | -6.6% |
| 3M | +6.9% | -11.5% | +18.3% | +7.8% |
| 6M | +14.6% | +1.1% | +13.5% | +13.5% |
| YTD | +66.1% | -29.9% | +96.0% | +73.8% |
| 1Y | +77.0% | -27.0% | +104.0% | +83.8% |
| All | +92.5% | -22.3% | +114.9% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling