-1.8%
CARR vs MCK
+31.3%
-33.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.5% | +1.0% |
| 7D | -0.7% | +11.3% | -12.0% | +0.1% |
| 30D | +0.3% | +16.8% | -16.5% | +1.4% |
| 3M | -14.9% | +28.9% | -43.8% | -13.1% |
| 6M | -14.9% | +32.7% | -47.5% | -12.9% |
| YTD | +7.0% | +30.8% | -23.8% | +10.3% |
| 1Y | -1.8% | +27.6% | -29.3% | +1.8% |
| All | -1.8% | +31.3% | -33.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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