+233.3%
CP vs MKC
+26.7%
+206.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.6% | -4.3% | +4.9% | +1.9% |
| 30D | -0.5% | -3.1% | +2.6% | +0.3% |
| 3M | +0.1% | +6.8% | -6.7% | -2.3% |
| 6M | +7.8% | -18.3% | +26.2% | +13.9% |
| YTD | +22.9% | -23.1% | +45.9% | +31.8% |
| 1Y | +21.3% | -23.7% | +45.0% | +30.2% |
| 3Y | +20.4% | -31.0% | +51.4% | +31.5% |
| 5Y | +34.9% | -33.5% | +68.5% | +47.1% |
| 10Y | +233.3% | +30.3% | +203.1% | +203.5% |
| All | +233.3% | +26.7% | +206.7% | +203.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling