+13.2%
CNH vs MKC
-34.7%
+47.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +1.8% | -4.3% | +6.1% | +2.7% |
| 30D | +32.6% | -3.1% | +35.7% | +33.3% |
| 3M | +29.4% | +6.8% | +22.6% | +26.9% |
| 6M | +26.0% | -18.3% | +44.3% | +31.9% |
| YTD | +52.2% | -23.1% | +75.3% | +61.4% |
| 1Y | +23.9% | -23.7% | +47.5% | +31.3% |
| 3Y | +10.1% | -31.0% | +41.1% | +19.2% |
| 5Y | +13.2% | -33.5% | +46.7% | +19.8% |
| All | +13.2% | -34.7% | +47.8% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling