+8,015.2%
CI vs MKC
+3,067.0%
+4,948.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | -1.3% | -7.0% | +5.7% | +0.7% |
| 30D | +6.4% | +4.1% | +2.3% | +5.2% |
| 3M | +10.7% | -10.3% | +21.0% | +13.8% |
| 6M | +5.5% | +1.7% | +3.8% | +4.5% |
| YTD | +11.4% | -29.1% | +40.5% | +20.9% |
| 1Y | +15.0% | -26.0% | +41.0% | +23.3% |
| 3Y | +9.0% | -21.5% | +30.4% | +13.9% |
| 5Y | +52.0% | -35.0% | +87.0% | +64.9% |
| 10Y | +150.9% | +25.6% | +125.3% | +125.6% |
| All | +8,015.2% | +3,067.0% | +4,948.2% | +3,834.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling