+42.7%
CI vs MKC
-34.7%
+77.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -1.1% | -4.3% | +3.2% | -0.2% |
| 30D | +0.5% | -3.1% | +3.6% | +1.1% |
| 3M | -5.2% | +6.8% | -12.0% | -6.6% |
| 6M | +4.3% | -18.3% | +22.7% | +8.7% |
| YTD | +2.8% | -23.1% | +25.8% | +8.3% |
| 1Y | -5.8% | -23.7% | +17.9% | -0.6% |
| 3Y | +4.7% | -31.0% | +35.7% | +12.9% |
| 5Y | +42.7% | -33.5% | +76.2% | +57.0% |
| All | +42.7% | -34.7% | +77.4% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling