+301.2%
MKC vs CAPR
-99.1%
+400.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.0% |
| 7D | -5.9% | -2.0% | -3.9% | -5.9% |
| 30D | -0.9% | +139.2% | -140.1% | -1.1% |
| 3M | +12.7% | -66.4% | +79.1% | +12.8% |
| 6M | -19.3% | -63.1% | +43.8% | -19.3% |
| YTD | -22.2% | -67.4% | +45.3% | -22.1% |
| 1Y | -23.3% | +58.2% | -81.6% | -24.0% |
| 3Y | -30.0% | +42.2% | -72.2% | -31.0% |
| 5Y | -33.8% | +87.3% | -121.0% | -35.0% |
| 10Y | +24.4% | -75.3% | +99.7% | +20.5% |
| All | +301.2% | -99.1% | +400.3% | +279.4% |
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