+141.0%
CI vs MKC
+26.7%
+114.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | -1.1% | -4.3% | +3.2% | +0.3% |
| 30D | +0.5% | -3.1% | +3.6% | +1.4% |
| 3M | -5.2% | +6.8% | -12.0% | -7.5% |
| 6M | +4.3% | -18.3% | +22.7% | +10.6% |
| YTD | +2.8% | -23.1% | +25.8% | +10.6% |
| 1Y | -5.8% | -23.7% | +17.9% | +1.6% |
| 3Y | +4.7% | -31.0% | +35.7% | +15.7% |
| 5Y | +42.7% | -33.5% | +76.2% | +56.6% |
| 10Y | +141.0% | +30.3% | +110.7% | +123.7% |
| All | +141.0% | +26.7% | +114.3% | +123.7% |
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