-32.5%
CG vs MKC
-23.8%
-8.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.4% |
| 7D | -9.8% | -2.8% | -7.0% | -9.9% |
| 30D | -10.3% | -3.4% | -6.9% | -10.3% |
| 3M | -1.7% | +3.8% | -5.4% | -1.2% |
| 6M | -9.8% | -17.9% | +8.1% | -10.9% |
| YTD | -25.6% | -23.6% | -2.0% | -26.7% |
| 1Y | -32.5% | -23.1% | -9.4% | -33.3% |
| All | -32.5% | -23.8% | -8.7% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling