+585.0%
CAG vs MKC
+3,336.7%
-2,751.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -6.6% | -4.3% | -2.3% | -5.3% |
| 30D | +2.3% | -3.1% | +5.4% | +3.4% |
| 3M | +16.3% | +6.8% | +9.5% | +14.0% |
| 6M | -16.0% | -18.3% | +2.3% | -10.5% |
| YTD | -7.7% | -23.1% | +15.4% | +0.1% |
| 1Y | -16.0% | -23.7% | +7.6% | -8.7% |
| 3Y | -37.7% | -31.0% | -6.7% | -30.4% |
| 5Y | -41.2% | -33.5% | -7.7% | -33.9% |
| 10Y | -33.8% | +30.3% | -64.1% | -38.8% |
| All | +585.0% | +3,336.7% | -2,751.7% | +166.5% |
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