+39.9%
CL vs MKC
-32.7%
+72.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -0.9% |
| 7D | +1.3% | +2.3% | -1.0% | +0.5% |
| 30D | +11.4% | +8.1% | +3.3% | +8.3% |
| 3M | +4.4% | -6.4% | +10.9% | +6.7% |
| 6M | +10.8% | +1.8% | +9.0% | +9.6% |
| YTD | +25.1% | -26.9% | +52.0% | +38.7% |
| 1Y | +28.0% | -21.7% | +49.7% | +38.3% |
| 3Y | +37.6% | -18.7% | +56.3% | +45.8% |
| All | +39.9% | -32.7% | +72.6% | +47.6% |
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