+1,112.1%
PSX vs MKC
+155.8%
+956.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | +4.5% | -5.9% | +10.4% | +6.2% |
| 30D | +26.6% | -0.9% | +27.5% | +26.8% |
| 3M | +39.3% | +12.7% | +26.5% | +34.8% |
| 6M | +56.8% | -19.3% | +76.1% | +64.9% |
| YTD | +101.8% | -22.2% | +124.0% | +113.6% |
| 1Y | +99.6% | -23.3% | +122.9% | +111.6% |
| 3Y | +140.3% | -30.0% | +170.3% | +158.9% |
| 5Y | +339.3% | -33.8% | +373.1% | +370.7% |
| 10Y | +369.9% | +24.4% | +345.4% | +279.9% |
| All | +1,112.1% | +155.8% | +956.3% | +619.1% |
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