+274.8%
CG vs MKC
+25.8%
+249.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.7% |
| 7D | +0.2% | -3.0% | +3.2% | +1.0% |
| 30D | +11.2% | +4.8% | +6.4% | +9.8% |
| 3M | -22.1% | -12.8% | -9.3% | -19.2% |
| 6M | -17.9% | +5.0% | -22.9% | -19.6% |
| YTD | -31.3% | -29.1% | -2.2% | -25.2% |
| 1Y | -24.0% | -26.4% | +2.4% | -18.3% |
| 3Y | +45.0% | -21.6% | +66.6% | +50.3% |
| 5Y | -22.6% | -35.2% | +12.6% | -15.3% |
| All | +274.8% | +25.8% | +249.0% | +276.2% |
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