+267.7%
PR vs MKC
-35.5%
+303.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | +6.0% | -3.0% | +9.0% | +6.2% |
| 30D | -4.2% | +4.8% | -9.0% | -4.8% |
| 3M | +10.0% | -12.8% | +22.8% | +11.3% |
| 6M | +15.6% | +5.0% | +10.6% | +14.2% |
| YTD | +68.2% | -29.1% | +97.2% | +75.0% |
| 1Y | +79.2% | -26.4% | +105.6% | +85.4% |
| 3Y | +94.9% | -21.6% | +116.5% | +98.8% |
| All | +267.7% | -35.5% | +303.2% | +344.0% |
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 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