+7.8%
CNH vs MKC
-29.9%
+37.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.5% |
| 7D | +8.8% | -4.3% | +13.1% | +9.6% |
| 30D | +24.7% | -2.0% | +26.7% | +24.9% |
| 3M | +27.3% | +10.0% | +17.3% | +24.4% |
| 6M | +23.2% | -18.5% | +41.7% | +29.2% |
| YTD | +48.9% | -22.4% | +71.4% | +57.5% |
| 1Y | +19.4% | -23.6% | +43.0% | +26.7% |
| 3Y | +7.8% | -30.4% | +38.2% | +14.3% |
| All | +7.8% | -29.9% | +37.6% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling