+84.9%
CL vs MKC
+21.5%
+63.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.1% |
| 7D | +2.6% | -2.4% | +5.0% | +3.6% |
| 30D | +11.8% | +5.4% | +6.4% | +9.4% |
| 3M | +5.9% | -11.1% | +17.0% | +10.8% |
| 6M | +13.3% | -1.4% | +14.7% | +13.4% |
| YTD | +27.1% | -29.4% | +56.5% | +44.6% |
| 1Y | +28.0% | -24.7% | +52.7% | +41.7% |
| 3Y | +39.4% | -21.8% | +61.2% | +49.8% |
| 5Y | +40.8% | -36.0% | +76.8% | +61.9% |
| 10Y | +84.9% | +24.9% | +59.9% | +61.2% |
| All | +84.9% | +21.5% | +63.4% | +61.2% |
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