+157.0%
MKSI vs CPB
-32.6%
+189.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +2.9% |
| 7D | +1.8% | -8.6% | +10.4% | -1.8% |
| 30D | -16.8% | -7.2% | -9.5% | -19.1% |
| 3M | -21.1% | +0.9% | -22.0% | -20.0% |
| 6M | +10.8% | -11.8% | +22.7% | +9.9% |
| YTD | +63.3% | -19.4% | +82.7% | +61.0% |
| 1Y | +157.0% | -30.4% | +187.4% | +160.4% |
| All | +157.0% | -32.6% | +189.6% | +160.4% |
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