-30.4%
MKC vs CAPR
+42.0%
-72.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.4% |
| 7D | -4.3% | -9.5% | +5.1% | -4.4% |
| 30D | -2.0% | +121.5% | -123.5% | -1.6% |
| 3M | +10.0% | -65.4% | +75.4% | +9.8% |
| 6M | -18.5% | -67.5% | +49.0% | -18.7% |
| YTD | -22.4% | -68.6% | +46.2% | -22.6% |
| 1Y | -23.6% | +42.7% | -66.3% | -23.0% |
| 3Y | -30.4% | +43.4% | -73.8% | -33.3% |
| All | -30.4% | +42.0% | -72.4% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling