+7.1%
CRM vs MKC
-23.4%
+30.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | +1.3% | -5.9% | +7.1% | +1.6% |
| 30D | +34.3% | -0.9% | +35.2% | +34.4% |
| 3M | +37.7% | +12.7% | +25.0% | +39.4% |
| 6M | +34.9% | -19.3% | +54.2% | +29.7% |
| YTD | -1.6% | -22.2% | +20.5% | -5.0% |
| 1Y | +7.1% | -23.3% | +30.5% | +5.0% |
| All | +7.1% | -23.4% | +30.5% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling