+2,521.4%
PWR vs MKC
+29.9%
+2,491.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.1% |
| 7D | +4.2% | -1.5% | +5.7% | +4.4% |
| 30D | -4.0% | -3.1% | -0.9% | -3.7% |
| 3M | -4.8% | +5.2% | -10.0% | -6.1% |
| 6M | +14.6% | -12.8% | +27.5% | +17.0% |
| YTD | +54.2% | -23.3% | +77.5% | +60.9% |
| 1Y | +67.1% | -24.1% | +91.2% | +74.3% |
| 3Y | +218.5% | -32.1% | +250.6% | +236.1% |
| 5Y | +466.3% | -32.8% | +499.1% | +484.9% |
| All | +2,521.4% | +29.9% | +2,491.6% | +2,228.4% |
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 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