-30.4%
MKC vs CPB
-40.5%
+10.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.2% |
| 7D | -4.3% | -8.2% | +3.9% | -0.3% |
| 30D | -2.0% | -5.6% | +3.6% | +0.6% |
| 3M | +10.0% | +3.0% | +7.0% | +8.2% |
| 6M | -18.5% | -12.7% | -5.8% | -13.4% |
| YTD | -22.4% | -18.0% | -4.4% | -15.3% |
| 1Y | -23.6% | -31.7% | +8.1% | -9.2% |
| 3Y | -30.4% | -41.0% | +10.5% | -14.7% |
| All | -30.4% | -40.5% | +10.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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