+53.4%
CL vs MKC
+26.1%
+27.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.4% | -4.3% | +3.0% | +0.4% |
| 30D | -5.2% | -2.0% | -3.2% | -4.5% |
| 3M | +3.3% | +10.0% | -6.7% | -0.9% |
| 6M | -4.4% | -18.5% | +14.2% | +3.3% |
| YTD | +13.9% | -22.4% | +36.3% | +25.1% |
| 1Y | +7.6% | -23.6% | +31.3% | +18.7% |
| 3Y | +29.6% | -30.4% | +60.0% | +46.7% |
| 5Y | +28.1% | -34.2% | +62.2% | +46.4% |
| 10Y | +53.4% | +26.8% | +26.6% | +30.8% |
| All | +53.4% | +26.1% | +27.3% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling