-99.6%
CYCU vs MKC
-30.0%
-69.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.3% |
| 7D | -5.9% | -1.5% | -4.5% | -7.5% |
| 30D | -32.9% | -3.1% | -29.7% | -34.8% |
| 3M | -33.9% | +5.2% | -39.1% | -31.2% |
| 6M | -75.4% | -12.8% | -62.5% | -75.9% |
| YTD | -84.9% | -23.3% | -61.6% | -85.8% |
| 1Y | -93.2% | -24.1% | -69.1% | -93.6% |
| All | -99.6% | -30.0% | -69.6% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling