+175.5%
CAH vs MKC
-31.7%
+207.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.6% |
| 7D | -5.1% | -2.8% | -2.2% | -4.7% |
| 30D | -1.8% | -3.4% | +1.6% | -1.4% |
| 3M | +9.4% | +3.8% | +5.6% | +8.6% |
| 6M | +9.2% | -17.9% | +27.2% | +11.8% |
| YTD | +15.7% | -23.6% | +39.3% | +19.5% |
| 1Y | +59.7% | -23.1% | +82.8% | +64.6% |
| All | +175.5% | -31.7% | +207.2% | +178.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling