+18.0%
CI vs MKC
-18.2%
+36.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.4% | -2.1% | +2.6% |
| 7D | +3.5% | +9.6% | -6.1% | +2.2% |
| 30D | +12.6% | +12.0% | +0.5% | +10.9% |
| 3M | +12.1% | -2.0% | +14.1% | +11.7% |
| 6M | +10.6% | +7.2% | +3.4% | +9.8% |
| YTD | +12.8% | -23.7% | +36.6% | +16.6% |
| 1Y | +18.0% | -18.3% | +36.3% | +15.3% |
| All | +18.0% | -18.2% | +36.2% | +15.3% |
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