-33.3%
MKC vs CAPR
+160.6%
-193.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.4% | -10.5% | -1.0% |
| 7D | -1.9% | +36.0% | -38.0% | -1.8% |
| 30D | +8.0% | +25.8% | -17.8% | +8.1% |
| 3M | -8.6% | +140.8% | -149.5% | -8.2% |
| 6M | +1.1% | -67.6% | +68.6% | +0.9% |
| YTD | -27.7% | -65.9% | +38.2% | -27.8% |
| 1Y | -23.7% | +66.1% | -89.8% | -23.2% |
| 3Y | -19.4% | +256.9% | -276.3% | -19.8% |
| 5Y | -33.3% | +172.1% | -205.4% | -32.1% |
| All | -33.3% | +160.6% | -193.9% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling