+3,994.3%
CMG vs MKC
+409.5%
+3,584.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -6.5% | -4.3% | -2.2% | -5.0% |
| 30D | +12.1% | -3.1% | +15.2% | +13.3% |
| 3M | +20.6% | +6.8% | +13.8% | +17.6% |
| 6M | +2.1% | -18.3% | +20.4% | +8.7% |
| YTD | -2.6% | -23.1% | +20.4% | +5.2% |
| 1Y | -8.7% | -23.7% | +15.0% | -1.3% |
| 3Y | -7.4% | -31.0% | +23.6% | +2.0% |
| 5Y | -5.7% | -33.5% | +27.9% | +3.2% |
| 10Y | +322.3% | +30.3% | +292.1% | +218.4% |
| All | +3,994.3% | +409.5% | +3,584.8% | +1,526.6% |
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 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