+503.2%
CMI vs MKC
+29.9%
+473.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -0.7% | -1.5% | +0.7% | -0.4% |
| 30D | -12.4% | -3.1% | -9.3% | -11.8% |
| 3M | -14.8% | +5.2% | -20.0% | -16.5% |
| 6M | +0.8% | -12.8% | +13.6% | +3.7% |
| YTD | +10.2% | -23.3% | +33.5% | +17.1% |
| 1Y | +37.4% | -24.1% | +61.5% | +46.0% |
| 3Y | +153.3% | -32.1% | +185.4% | +175.5% |
| 5Y | +167.6% | -32.8% | +200.4% | +185.6% |
| All | +503.2% | +29.9% | +473.3% | +433.8% |
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 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