+3,393.7%
MKC vs CPB
+325.7%
+3,068.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.2% |
| 7D | -5.9% | -8.6% | +2.7% | -3.0% |
| 30D | -0.9% | -7.2% | +6.4% | +1.6% |
| 3M | +12.7% | +0.9% | +11.8% | +12.3% |
| 6M | -19.3% | -11.8% | -7.5% | -16.0% |
| YTD | -22.2% | -19.4% | -2.7% | -16.5% |
| 1Y | -23.3% | -30.4% | +7.0% | -13.8% |
| 3Y | -30.0% | -40.2% | +10.2% | -17.8% |
| 5Y | -33.8% | -39.5% | +5.7% | -22.7% |
| 10Y | +24.4% | -47.4% | +71.8% | +48.0% |
| All | +3,393.7% | +325.7% | +3,068.0% | +2,291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling