+34.7%
CMS vs MKC
-32.7%
+67.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.1% |
| 7D | -1.3% | +2.3% | -3.7% | -2.0% |
| 30D | +6.3% | +8.1% | -1.8% | +3.8% |
| 3M | -2.1% | -6.4% | +4.4% | -0.4% |
| 6M | -5.1% | +1.8% | -6.9% | -6.2% |
| YTD | +1.3% | -26.9% | +28.1% | +10.5% |
| 1Y | -1.4% | -21.7% | +20.3% | +5.0% |
| 3Y | +36.9% | -18.7% | +55.7% | +41.6% |
| All | +34.7% | -32.7% | +67.3% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling