+5,760.6%
CRM vs MKC
+373.3%
+5,387.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -4.4% | -1.5% | -3.0% | -3.8% |
| 30D | +28.1% | -3.1% | +31.3% | +29.9% |
| 3M | +48.8% | +5.2% | +43.6% | +45.5% |
| 6M | +28.3% | -12.8% | +41.1% | +35.2% |
| YTD | -6.0% | -23.3% | +17.3% | +4.0% |
| 1Y | +1.4% | -24.1% | +25.5% | +12.2% |
| 3Y | +11.8% | -32.1% | +44.0% | +26.6% |
| 5Y | -2.0% | -32.8% | +30.8% | +7.6% |
| 10Y | +239.6% | +29.9% | +209.8% | +135.3% |
| All | +5,760.6% | +373.3% | +5,387.3% | +1,600.1% |
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