+99.6%
PSX vs MKC
-23.4%
+123.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.2% |
| 7D | +4.5% | -5.9% | +10.4% | +4.9% |
| 30D | +26.6% | -0.9% | +27.5% | +26.8% |
| 3M | +39.3% | +12.7% | +26.5% | +39.7% |
| 6M | +56.8% | -19.3% | +76.1% | +55.5% |
| YTD | +101.8% | -22.2% | +124.0% | +98.1% |
| 1Y | +99.6% | -23.3% | +122.9% | +97.8% |
| All | +99.6% | -23.4% | +123.0% | +97.8% |
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