+7,131.2%
CB vs MKC
+1,628.7%
+5,502.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.6% |
| 7D | +0.2% | +2.3% | -2.1% | -0.6% |
| 30D | +9.1% | +8.1% | +1.0% | +6.1% |
| 3M | +3.4% | -6.4% | +9.9% | +5.4% |
| 6M | +14.1% | +1.8% | +12.3% | +12.7% |
| YTD | +18.0% | -26.9% | +44.9% | +29.4% |
| 1Y | +30.1% | -21.7% | +51.8% | +39.2% |
| 3Y | +71.8% | -18.7% | +90.5% | +78.7% |
| 5Y | +101.8% | -32.8% | +134.7% | +120.1% |
| 10Y | +252.1% | +27.0% | +225.2% | +200.2% |
| All | +7,131.2% | +1,628.7% | +5,502.5% | +3,199.3% |
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 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