+147.8%
PR vs MKC
+30.3%
+117.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -5.0% |
| 7D | -16.5% | +7.0% | -23.5% | -15.5% |
| 30D | -4.5% | +11.4% | -16.0% | -2.7% |
| 3M | +8.5% | -3.7% | +12.2% | +8.3% |
| 6M | -3.3% | +5.3% | -8.6% | -2.0% |
| YTD | +55.7% | -24.4% | +80.1% | +49.9% |
| 1Y | +82.0% | -19.7% | +101.7% | +77.2% |
| 3Y | +62.5% | -16.3% | +78.7% | +61.8% |
| 5Y | +223.9% | -30.5% | +254.4% | +214.7% |
| 10Y | +64.2% | +31.3% | +32.9% | +111.9% |
| All | +147.8% | +30.3% | +117.5% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling