+4,405.6%
CNC vs MKC
+738.6%
+3,667.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.3% | -3.5% |
| 7D | -1.0% | -4.3% | +3.4% | +0.7% |
| 30D | -1.8% | -2.0% | +0.2% | -1.1% |
| 3M | -0.7% | +10.0% | -10.7% | -4.7% |
| 6M | +47.9% | -18.5% | +66.5% | +58.9% |
| YTD | +56.9% | -22.4% | +79.4% | +70.5% |
| 1Y | +123.9% | -23.6% | +147.6% | +143.9% |
| 3Y | -1.3% | -30.4% | +29.2% | +10.0% |
| 5Y | +2.8% | -34.2% | +36.9% | +14.6% |
| 10Y | +90.9% | +26.8% | +64.0% | +50.4% |
| All | +4,405.6% | +738.6% | +3,667.0% | +1,061.4% |
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