+1.7%
MKC vs CAPR
-63.0%
+64.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +26.5% | -26.0% | +0.7% |
| 7D | -7.0% | +25.8% | -32.8% | -6.8% |
| 30D | +4.1% | +50.2% | -46.1% | +4.4% |
| 3M | -10.3% | +185.5% | -195.8% | -8.5% |
| 6M | +1.7% | -64.8% | +66.5% | -8.3% |
| All | +1.7% | -63.0% | +64.7% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling