+2,229.0%
MKSI vs CPB
+19.7%
+2,209.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +6.6% | -8.0% | +14.6% | +8.2% |
| 30D | -8.2% | -2.4% | -5.8% | -8.0% |
| 3M | -16.4% | +0.5% | -16.9% | -17.3% |
| 6M | +23.0% | -10.5% | +33.4% | +24.2% |
| YTD | +68.2% | -17.5% | +85.7% | +72.2% |
| 1Y | +148.6% | -31.0% | +179.6% | +164.0% |
| 3Y | +196.0% | -40.6% | +236.6% | +217.3% |
| 5Y | +87.4% | -37.7% | +125.1% | +94.2% |
| 10Y | +523.8% | -43.4% | +567.2% | +537.6% |
| All | +2,229.0% | +19.7% | +2,209.2% | +1,810.3% |
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 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