+265.4%
MKC vs CAPR
-98.9%
+364.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +26.5% | -26.0% | +0.4% |
| 7D | -7.0% | +25.8% | -32.8% | -7.1% |
| 30D | +4.1% | +50.2% | -46.1% | +4.0% |
| 3M | -10.3% | +185.5% | -195.8% | -10.5% |
| 6M | +1.7% | -64.8% | +66.5% | +1.7% |
| YTD | -29.1% | -61.1% | +32.0% | -29.1% |
| 1Y | -26.0% | +81.0% | -107.0% | -26.7% |
| 3Y | -21.5% | +300.7% | -322.2% | -22.9% |
| 5Y | -35.0% | +223.3% | -258.4% | -36.4% |
| 10Y | +25.6% | -58.8% | +84.3% | +21.4% |
| All | +265.4% | -98.9% | +364.3% | +245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling