-10.7%
CMG vs MKC
-23.4%
+12.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.5% |
| 7D | -2.8% | -5.9% | +3.1% | -1.8% |
| 30D | +7.1% | -0.9% | +8.0% | +7.3% |
| 3M | +31.2% | +12.7% | +18.4% | +28.6% |
| 6M | +0.7% | -19.3% | +20.0% | +2.0% |
| YTD | -0.1% | -22.2% | +22.0% | +0.8% |
| 1Y | -10.7% | -23.3% | +12.6% | -9.3% |
| All | -10.7% | -23.4% | +12.7% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling