+473.2%
CMS vs MKC
+3,130.4%
-2,657.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -0.9% | -1.9% | +1.0% | -0.4% |
| 30D | +7.1% | +8.0% | -0.9% | +4.7% |
| 3M | -1.3% | -8.6% | +7.3% | +0.9% |
| 6M | -2.7% | +1.1% | -3.7% | -3.5% |
| YTD | +2.6% | -27.7% | +30.3% | +11.0% |
| 1Y | -2.0% | -23.7% | +21.7% | +4.4% |
| 3Y | +39.6% | -19.4% | +59.0% | +45.1% |
| 5Y | +35.3% | -33.3% | +68.7% | +47.1% |
| 10Y | +132.3% | +24.0% | +108.3% | +113.3% |
| All | +473.2% | +3,130.4% | -2,657.2% | +189.7% |
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