+514.9%
MKSI vs CPB
-45.3%
+560.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +2.7% | -1.8% | +4.5% | +2.7% |
| 30D | -12.8% | -7.1% | -5.7% | -12.8% |
| 3M | -22.5% | -6.0% | -16.5% | -22.5% |
| 6M | +19.4% | -5.3% | +24.7% | +19.4% |
| YTD | +67.7% | -20.8% | +88.6% | +69.0% |
| 1Y | +131.4% | -33.8% | +165.3% | +135.8% |
| 3Y | +197.3% | -43.7% | +241.1% | +202.3% |
| 5Y | +87.0% | -40.7% | +127.7% | +86.3% |
| All | +514.9% | -45.3% | +560.2% | +525.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling