-12.2%
CNH vs MKC
-35.7%
+23.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +6.7% | -7.0% | +13.7% | +8.3% |
| 30D | +7.2% | +4.1% | +3.1% | +6.2% |
| 3M | +17.5% | -10.3% | +27.8% | +19.7% |
| 6M | +15.0% | +1.7% | +13.3% | +13.5% |
| YTD | +36.8% | -29.1% | +65.9% | +47.1% |
| 1Y | +27.6% | -26.0% | +53.6% | +35.6% |
| 3Y | +34.3% | -21.5% | +55.8% | +39.4% |
| 5Y | -12.2% | -35.0% | +22.8% | -5.5% |
| All | -12.2% | -35.7% | +23.5% | -5.5% |
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