+10.7%
CARR vs MCK
+345.1%
-334.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -3.8% | -2.9% | -0.9% | -3.6% |
| 30D | -8.9% | +0.4% | -9.3% | -8.9% |
| 3M | -17.3% | +12.1% | -29.4% | -18.1% |
| 6M | -1.4% | -5.4% | +4.1% | -0.7% |
| YTD | +10.0% | +7.8% | +2.2% | +9.3% |
| 1Y | -6.4% | +22.9% | -29.3% | -8.4% |
| 3Y | +1.5% | +110.7% | -109.2% | -12.2% |
| All | +10.7% | +345.1% | -334.4% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling