+8.4%
CI vs MKC
-20.6%
+29.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +0.1% | -1.9% | +2.1% | +0.6% |
| 30D | +4.7% | +8.0% | -3.3% | +3.0% |
| 3M | +5.2% | -8.6% | +13.9% | +7.0% |
| 6M | +3.8% | +1.1% | +2.7% | +3.3% |
| YTD | +9.2% | -27.7% | +36.9% | +17.2% |
| 1Y | +14.3% | -23.7% | +38.0% | +20.5% |
| 3Y | +8.4% | -19.4% | +27.8% | +13.4% |
| All | +8.4% | -20.6% | +29.0% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling