+42.7%
MKSI vs CPB
-18.4%
+61.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.9% | -10.9% | -1.8% |
| 7D | -10.7% | +13.0% | -23.6% | -4.3% |
| 30D | -30.5% | +20.5% | -51.0% | -22.4% |
| 3M | -39.2% | +2.2% | -41.4% | -36.8% |
| 6M | -33.0% | +15.4% | -48.4% | -26.2% |
| YTD | +22.3% | -12.3% | +34.6% | +26.7% |
| 1Y | +42.7% | -18.0% | +60.7% | +45.3% |
| All | +42.7% | -18.4% | +61.1% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling