+115.8%
CMS vs MKC
+26.1%
+89.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.2% | -4.3% | +5.6% | +2.9% |
| 30D | -3.2% | -2.0% | -1.2% | -2.6% |
| 3M | -2.2% | +10.0% | -12.2% | -6.2% |
| 6M | -9.4% | -18.5% | +9.1% | -2.7% |
| YTD | +0.7% | -22.4% | +23.1% | +9.8% |
| 1Y | +0.4% | -23.6% | +24.0% | +9.8% |
| 3Y | +35.2% | -30.4% | +65.6% | +51.3% |
| 5Y | +24.1% | -34.2% | +58.3% | +39.9% |
| 10Y | +115.8% | +26.8% | +89.0% | +83.8% |
| All | +115.8% | +26.1% | +89.7% | +83.8% |
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