+43.5%
CG vs MKC
-22.3%
+65.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.1% |
| 7D | -1.5% | -7.3% | +5.8% | -0.4% |
| 30D | +5.7% | +4.0% | +1.7% | +5.2% |
| 3M | -17.9% | -11.5% | -6.4% | -16.5% |
| 6M | -20.2% | +1.1% | -21.3% | -20.5% |
| YTD | -32.0% | -29.9% | -2.1% | -28.4% |
| 1Y | -27.0% | -27.0% | 0.0% | -23.9% |
| All | +43.5% | -22.3% | +65.8% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling