+25.5%
CP vs MKC
-32.8%
+58.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | +2.8% | -1.9% | +4.7% | +3.2% |
| 30D | +11.3% | +8.0% | +3.3% | +9.3% |
| 3M | +2.9% | -8.6% | +11.5% | +4.8% |
| 6M | +9.8% | +1.1% | +8.7% | +8.9% |
| YTD | +28.5% | -27.7% | +56.2% | +37.5% |
| 1Y | +33.5% | -23.7% | +57.2% | +40.9% |
| 3Y | +31.9% | -19.4% | +51.3% | +34.7% |
| 5Y | +25.5% | -33.3% | +58.8% | +39.6% |
| All | +25.5% | -32.8% | +58.3% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling