-5.9%
CI vs MKC
-23.2%
+17.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | -1.1% | -4.3% | +3.2% | -0.6% |
| 30D | +0.5% | -3.1% | +3.6% | +0.8% |
| 3M | -5.2% | +6.8% | -12.0% | -5.6% |
| 6M | +4.3% | -18.3% | +22.7% | +7.0% |
| YTD | +2.8% | -23.1% | +25.8% | +7.4% |
| All | -5.9% | -23.2% | +17.3% | -2.3% |
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