+3.3%
CI vs MKC
-29.9%
+33.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.3% |
| 7D | -2.6% | -4.3% | +1.8% | -1.7% |
| 30D | -2.4% | -2.0% | -0.4% | -2.0% |
| 3M | -4.8% | +10.0% | -14.8% | -6.6% |
| 6M | +2.1% | -18.5% | +20.7% | +6.6% |
| YTD | +1.4% | -22.4% | +23.8% | +6.9% |
| 1Y | -6.8% | -23.6% | +16.9% | -1.4% |
| 3Y | +3.3% | -30.4% | +33.7% | +10.1% |
| All | +3.3% | -29.9% | +33.1% | +10.1% |
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