+250.7%
CP vs MKC
+21.5%
+229.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.5% |
| 7D | +2.8% | -2.4% | +5.2% | +3.5% |
| 30D | +11.0% | +5.4% | +5.7% | +9.2% |
| 3M | +3.8% | -11.1% | +15.0% | +7.3% |
| 6M | +9.5% | -1.4% | +10.9% | +9.2% |
| YTD | +28.2% | -29.4% | +57.6% | +40.9% |
| 1Y | +33.0% | -24.7% | +57.7% | +43.0% |
| 3Y | +35.5% | -21.8% | +57.4% | +41.0% |
| 5Y | +25.8% | -36.0% | +61.8% | +38.0% |
| 10Y | +250.7% | +24.9% | +225.8% | +231.5% |
| All | +250.7% | +21.5% | +229.3% | +231.5% |
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