+7,739.7%
CP vs MKC
+3,052.1%
+4,687.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.4% |
| 7D | +2.8% | -2.4% | +5.2% | +3.4% |
| 30D | +11.0% | +5.4% | +5.7% | +9.5% |
| 3M | +3.8% | -11.1% | +15.0% | +6.8% |
| 6M | +9.5% | -1.4% | +10.9% | +9.3% |
| YTD | +28.2% | -29.4% | +57.6% | +38.8% |
| 1Y | +33.0% | -24.7% | +57.7% | +41.4% |
| 3Y | +35.5% | -21.8% | +57.4% | +41.0% |
| 5Y | +25.8% | -36.0% | +61.8% | +36.4% |
| 10Y | +250.7% | +24.9% | +225.8% | +217.5% |
| All | +7,739.7% | +3,052.1% | +4,687.5% | +4,272.4% |
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