+38.9%
CNH vs MKC
+88.7%
-49.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +3.0% | -3.0% | +6.0% | +3.9% |
| 30D | -0.6% | +4.8% | -5.4% | -2.0% |
| 3M | +14.6% | -12.8% | +27.5% | +18.5% |
| 6M | +11.8% | +5.0% | +6.7% | +9.2% |
| YTD | +30.4% | -29.1% | +59.5% | +41.8% |
| 1Y | +19.1% | -26.4% | +45.5% | +28.0% |
| 3Y | +30.2% | -21.6% | +51.8% | +35.6% |
| 5Y | -17.8% | -35.2% | +17.4% | -10.9% |
| 10Y | +103.9% | +25.6% | +78.3% | +65.5% |
| All | +38.9% | +88.7% | -49.8% | -11.3% |
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 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