+222.5%
CB vs MKC
+27.7%
+194.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.6% | -4.3% | +3.7% | +0.8% |
| 30D | -3.9% | -2.0% | -1.9% | -3.4% |
| 3M | +4.9% | +10.0% | -5.1% | +1.3% |
| 6M | +3.3% | -18.5% | +21.8% | +9.8% |
| YTD | +8.5% | -22.4% | +30.9% | +16.9% |
| 1Y | +22.1% | -23.6% | +45.7% | +31.9% |
| 3Y | +70.1% | -30.4% | +100.6% | +87.9% |
| 5Y | +97.4% | -34.2% | +131.6% | +118.3% |
| All | +222.5% | +27.7% | +194.8% | +180.3% |
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