+221.7%
PR vs MKC
-32.7%
+254.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.2% |
| 7D | -16.4% | +2.3% | -18.8% | -16.6% |
| 30D | -1.9% | +8.1% | -10.0% | -2.7% |
| 3M | +8.0% | -6.4% | +14.4% | +8.5% |
| 6M | +4.1% | +1.8% | +2.3% | +3.4% |
| YTD | +58.7% | -26.9% | +85.6% | +64.5% |
| 1Y | +75.8% | -21.7% | +97.5% | +80.5% |
| 3Y | +73.2% | -18.7% | +91.9% | +76.1% |
| All | +221.7% | -32.7% | +254.4% | +306.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling