+140.2%
CMS vs MKC
+25.8%
+114.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.2% |
| 7D | +1.7% | -3.0% | +4.7% | +2.9% |
| 30D | +6.2% | +4.8% | +1.4% | +4.2% |
| 3M | +0.6% | -12.8% | +13.5% | +5.6% |
| 6M | -1.8% | +5.0% | -6.8% | -4.4% |
| YTD | +3.8% | -29.1% | +32.9% | +16.7% |
| 1Y | -1.8% | -26.4% | +24.6% | +8.6% |
| 3Y | +39.8% | -21.6% | +61.4% | +47.6% |
| 5Y | +37.1% | -35.2% | +72.4% | +54.0% |
| All | +140.2% | +25.8% | +114.4% | +105.3% |
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 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