+6,646.7%
CB vs MKC
+1,740.6%
+4,906.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.6% |
| 7D | +0.5% | -5.9% | +6.4% | +2.6% |
| 30D | -3.1% | -0.9% | -2.2% | -2.9% |
| 3M | +9.0% | +12.7% | -3.8% | +4.3% |
| 6M | +2.9% | -19.3% | +22.2% | +9.8% |
| YTD | +10.1% | -22.2% | +32.3% | +18.5% |
| 1Y | +22.8% | -23.3% | +46.1% | +32.5% |
| 3Y | +73.8% | -30.0% | +103.8% | +90.7% |
| 5Y | +99.2% | -33.8% | +132.9% | +119.1% |
| 10Y | +218.2% | +24.4% | +193.8% | +173.9% |
| All | +6,646.7% | +1,740.6% | +4,906.1% | +2,921.1% |
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