+306.8%
CFG vs MKC
+26.7%
+280.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -0.6% | -4.3% | +3.7% | +0.5% |
| 30D | -4.5% | -3.1% | -1.4% | -3.9% |
| 3M | +6.3% | +6.8% | -0.5% | +4.2% |
| 6M | +20.6% | -18.3% | +38.9% | +26.3% |
| YTD | +21.2% | -23.1% | +44.3% | +28.5% |
| 1Y | +38.2% | -23.7% | +61.9% | +46.4% |
| 3Y | +185.9% | -31.0% | +216.9% | +208.2% |
| 5Y | +97.0% | -33.5% | +130.5% | +111.4% |
| 10Y | +306.8% | +30.3% | +276.5% | +295.4% |
| All | +306.8% | +26.7% | +280.1% | +295.4% |
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