+7,539.9%
CP vs MKC
+3,376.8%
+4,163.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -2.7% | -5.9% | +3.2% | -1.2% |
| 30D | +0.2% | -0.9% | +1.0% | +0.3% |
| 3M | +2.6% | +12.7% | -10.2% | -0.8% |
| 6M | +6.0% | -19.3% | +25.3% | +11.3% |
| YTD | +24.9% | -22.2% | +47.1% | +32.1% |
| 1Y | +20.1% | -23.3% | +43.4% | +27.2% |
| 3Y | +16.4% | -30.0% | +46.4% | +24.6% |
| 5Y | +31.7% | -33.8% | +65.5% | +41.9% |
| 10Y | +223.9% | +24.4% | +199.4% | +193.3% |
| All | +7,539.9% | +3,376.8% | +4,163.2% | +4,061.5% |
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