+68.0%
CNH vs MKC
+107.1%
-39.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | +23.3% | -5.9% | +29.2% | +25.2% |
| 30D | +33.5% | -0.9% | +34.3% | +33.5% |
| 3M | +32.7% | +12.7% | +20.0% | +27.6% |
| 6M | +22.2% | -19.3% | +41.5% | +29.0% |
| YTD | +57.7% | -22.2% | +79.8% | +67.6% |
| 1Y | +28.0% | -23.3% | +51.3% | +36.3% |
| 3Y | +11.5% | -30.0% | +41.5% | +20.8% |
| 5Y | +11.9% | -33.8% | +45.6% | +21.2% |
| 10Y | +162.8% | +24.4% | +138.4% | +119.3% |
| All | +68.0% | +107.1% | -39.1% | +4.8% |
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 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