+7,212.2%
CB vs MKC
+1,568.7%
+5,643.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.5% |
| 30D | +8.2% | +5.4% | +2.8% | +6.1% |
| 3M | +6.3% | -11.1% | +17.4% | +10.2% |
| 6M | +16.2% | -1.4% | +17.6% | +16.0% |
| YTD | +19.3% | -29.4% | +48.8% | +32.4% |
| 1Y | +29.2% | -24.7% | +53.9% | +40.1% |
| 3Y | +71.4% | -21.8% | +93.3% | +80.7% |
| 5Y | +104.2% | -36.0% | +140.3% | +126.5% |
| 10Y | +246.7% | +24.9% | +221.7% | +197.2% |
| All | +7,212.2% | +1,568.7% | +5,643.5% | +3,275.7% |
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 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