+362.6%
PSX vs MKC
-33.0%
+395.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | +1.7% | -1.5% | +3.2% | +1.9% |
| 30D | +15.6% | -3.1% | +18.7% | +16.2% |
| 3M | +46.5% | +5.2% | +41.3% | +45.4% |
| 6M | +55.0% | -12.8% | +67.8% | +57.5% |
| YTD | +105.3% | -23.3% | +128.6% | +112.2% |
| 1Y | +101.6% | -24.1% | +125.7% | +108.5% |
| 3Y | +134.1% | -32.1% | +166.2% | +145.2% |
| All | +362.6% | -33.0% | +395.6% | +384.4% |
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