+340.4%
CG vs MKC
+146.8%
+193.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | -1.3% | -4.3% | +3.1% | 0.0% |
| 30D | -3.2% | -2.0% | -1.2% | -2.6% |
| 3M | +6.2% | +10.0% | -3.8% | +2.7% |
| 6M | -4.7% | -18.5% | +13.9% | +0.8% |
| YTD | -20.6% | -22.4% | +1.8% | -15.3% |
| 1Y | -26.4% | -23.6% | -2.7% | -21.2% |
| 3Y | +55.4% | -30.4% | +85.8% | +69.3% |
| 5Y | +9.8% | -34.2% | +44.0% | +20.6% |
| 10Y | +341.4% | +26.8% | +314.5% | +283.3% |
| All | +340.4% | +146.8% | +193.6% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling