+152.5%
CNH vs MKC
+29.3%
+123.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.7% |
| 7D | -2.5% | -2.8% | +0.4% | -1.8% |
| 30D | +27.0% | -3.4% | +30.4% | +27.8% |
| 3M | +32.6% | +3.8% | +28.8% | +30.8% |
| 6M | +23.6% | -17.9% | +41.5% | +29.1% |
| YTD | +47.8% | -23.6% | +71.5% | +56.9% |
| 1Y | +21.3% | -23.1% | +44.3% | +28.2% |
| 3Y | +7.0% | -31.5% | +38.5% | +15.6% |
| 5Y | +10.2% | -33.1% | +43.3% | +18.1% |
| All | +152.5% | +29.3% | +123.2% | +137.2% |
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