+32.4%
PWR vs MKC
-18.2%
+50.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +5.4% | -17.1% | -9.2% |
| 7D | -4.4% | +9.6% | -14.0% | -0.2% |
| 30D | -15.1% | +12.0% | -27.1% | -10.4% |
| 3M | -16.2% | -2.0% | -14.2% | -15.2% |
| 6M | -23.3% | +7.2% | -30.6% | -19.8% |
| YTD | +37.6% | -23.7% | +61.4% | +36.4% |
| 1Y | +32.4% | -18.3% | +50.7% | +31.3% |
| All | +32.4% | -18.2% | +50.6% | +31.3% |
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