+376.3%
PSX vs MKC
+29.3%
+347.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | +1.5% | -2.8% | +4.3% | +2.1% |
| 30D | +15.8% | -3.4% | +19.2% | +16.6% |
| 3M | +43.0% | +3.8% | +39.2% | +41.7% |
| 6M | +61.1% | -17.9% | +79.0% | +67.1% |
| YTD | +104.5% | -23.6% | +128.1% | +115.0% |
| 1Y | +102.5% | -23.1% | +125.6% | +112.1% |
| 3Y | +133.5% | -31.5% | +165.0% | +149.5% |
| 5Y | +367.0% | -33.1% | +400.0% | +392.5% |
| All | +376.3% | +29.3% | +347.0% | +347.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling