+312.1%
CG vs MKC
+29.3%
+282.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.2% |
| 7D | -9.8% | -2.8% | -7.0% | -9.1% |
| 30D | -10.3% | -3.4% | -6.9% | -9.4% |
| 3M | -1.7% | +3.8% | -5.4% | -3.1% |
| 6M | -9.8% | -17.9% | +8.1% | -5.1% |
| YTD | -25.6% | -23.6% | -2.0% | -20.5% |
| 1Y | -32.5% | -23.1% | -9.4% | -28.3% |
| 3Y | +45.6% | -31.5% | +77.2% | +58.8% |
| 5Y | +3.7% | -33.1% | +36.7% | +12.8% |
| All | +312.1% | +29.3% | +282.8% | +305.7% |
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 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