+8.9%
CAT vs MCK
+31.3%
-22.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.0% | -12.2% | -3.8% |
| 7D | -17.1% | +11.3% | -28.4% | -15.2% |
| 30D | -30.1% | +16.8% | -46.9% | -28.0% |
| 3M | -32.4% | +28.9% | -61.3% | -29.2% |
| 6M | -32.1% | +32.7% | -64.8% | -28.0% |
| YTD | +4.1% | +30.8% | -26.7% | +12.7% |
| 1Y | +8.9% | +27.6% | -18.7% | +16.9% |
| All | +8.9% | +31.3% | -22.4% | +16.9% |
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