+95.2%
CNC vs MKC
+29.9%
+65.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.4% |
| 7D | -0.9% | -1.5% | +0.5% | -0.5% |
| 30D | -1.0% | -3.1% | +2.1% | -0.1% |
| 3M | +4.5% | +5.2% | -0.7% | +2.7% |
| 6M | +85.2% | -12.8% | +98.0% | +92.0% |
| YTD | +61.4% | -23.3% | +84.7% | +73.5% |
| 1Y | +94.9% | -24.1% | +119.0% | +109.6% |
| 3Y | 0.0% | -32.1% | +32.1% | +10.9% |
| 5Y | +11.2% | -32.8% | +44.0% | +21.4% |
| All | +95.2% | +29.9% | +65.4% | +69.0% |
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