+4,850.5%
CL vs MKC
+3,376.8%
+1,473.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -2.2% | -5.9% | +3.7% | -0.4% |
| 30D | -4.8% | -0.9% | -4.0% | -4.6% |
| 3M | +4.9% | +12.7% | -7.8% | +1.1% |
| 6M | -5.7% | -19.3% | +13.6% | -0.1% |
| YTD | +14.4% | -22.2% | +36.5% | +22.2% |
| 1Y | +8.7% | -23.3% | +32.1% | +16.6% |
| 3Y | +30.0% | -30.0% | +60.0% | +41.7% |
| 5Y | +28.4% | -33.8% | +62.1% | +41.2% |
| 10Y | +50.1% | +24.4% | +25.7% | +37.6% |
| All | +4,850.5% | +3,376.8% | +1,473.7% | +2,161.8% |
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 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