+150.3%
CI vs MKC
+21.5%
+128.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +3.3% |
| 7D | +2.6% | -2.4% | +5.0% | +3.4% |
| 30D | +7.3% | +5.4% | +2.0% | +5.5% |
| 3M | +9.5% | -11.1% | +20.6% | +13.4% |
| 6M | +6.4% | -1.4% | +7.8% | +6.3% |
| YTD | +12.0% | -29.4% | +41.4% | +23.8% |
| 1Y | +20.1% | -24.7% | +44.8% | +29.6% |
| 3Y | +9.6% | -21.8% | +31.4% | +15.2% |
| 5Y | +52.7% | -36.0% | +88.7% | +68.4% |
| 10Y | +150.3% | +24.9% | +125.3% | +136.6% |
| All | +150.3% | +21.5% | +128.8% | +136.6% |
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