+394.0%
CAH vs MKC
-33.0%
+427.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.1% | -1.5% | -3.6% | -4.8% |
| 30D | +0.2% | -3.1% | +3.3% | +0.7% |
| 3M | +6.3% | +5.2% | +1.1% | +5.0% |
| 6M | +9.4% | -12.8% | +22.2% | +11.9% |
| YTD | +15.0% | -23.3% | +38.2% | +20.5% |
| 1Y | +55.4% | -24.1% | +79.6% | +63.1% |
| 3Y | +173.8% | -32.1% | +205.9% | +194.9% |
| All | +394.0% | -33.0% | +427.0% | +402.8% |
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