+260.5%
CP vs MKC
+25.8%
+234.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +2.1% | -3.0% | +5.1% | +3.1% |
| 30D | +9.3% | +4.8% | +4.5% | +7.7% |
| 3M | +0.5% | -12.8% | +13.3% | +4.4% |
| 6M | +10.4% | +5.0% | +5.4% | +8.0% |
| YTD | +28.7% | -29.1% | +57.8% | +41.2% |
| 1Y | +33.2% | -26.4% | +59.6% | +44.3% |
| 3Y | +38.4% | -21.6% | +60.1% | +43.9% |
| 5Y | +26.2% | -35.2% | +61.4% | +37.9% |
| All | +260.5% | +25.8% | +234.7% | +240.5% |
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