+7,759.7%
CP vs MKC
+3,130.4%
+4,629.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | +2.8% | -1.9% | +4.7% | +3.3% |
| 30D | +11.3% | +8.0% | +3.3% | +9.1% |
| 3M | +2.9% | -8.6% | +11.5% | +5.0% |
| 6M | +9.8% | +1.1% | +8.7% | +8.9% |
| YTD | +28.5% | -27.7% | +56.2% | +38.3% |
| 1Y | +33.5% | -23.7% | +57.2% | +41.5% |
| 3Y | +31.9% | -19.4% | +51.3% | +36.2% |
| 5Y | +25.5% | -33.3% | +58.8% | +34.7% |
| 10Y | +257.6% | +24.0% | +233.6% | +224.1% |
| All | +7,759.7% | +3,130.4% | +4,629.3% | +4,256.5% |
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 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