-26.4%
MKC vs CAPR
+63.5%
-89.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.9% | +8.1% | +1.1% |
| 7D | -3.0% | +5.9% | -8.9% | -2.9% |
| 30D | +4.8% | +44.6% | -39.8% | +5.1% |
| 3M | -12.8% | +126.4% | -139.2% | -12.2% |
| 6M | +5.0% | -68.6% | +73.6% | +4.7% |
| YTD | -29.1% | -67.0% | +37.9% | -29.2% |
| 1Y | -26.4% | +65.2% | -91.6% | -24.9% |
| All | -26.4% | +63.5% | -89.9% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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