-43.5%
CAG vs MKC
-33.0%
-10.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -5.7% | -1.5% | -4.2% | -4.9% |
| 30D | -2.4% | -3.1% | +0.7% | -0.8% |
| 3M | +9.8% | +5.2% | +4.6% | +7.1% |
| 6M | -10.8% | -12.8% | +2.0% | -4.6% |
| YTD | -10.8% | -23.3% | +12.5% | +1.7% |
| 1Y | -19.0% | -24.1% | +5.2% | -7.2% |
| 3Y | -39.7% | -32.1% | -7.6% | -27.5% |
| All | -43.5% | -33.0% | -10.5% | -31.0% |
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