+1,144.3%
CAT vs MCK
+442.8%
+701.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +0.6% | -2.9% | +3.5% | +1.3% |
| 30D | -4.3% | +0.4% | -4.8% | -4.5% |
| 3M | -8.6% | +12.1% | -20.7% | -11.9% |
| 6M | +16.1% | -5.4% | +21.6% | +17.0% |
| YTD | +43.8% | +7.8% | +36.0% | +38.9% |
| 1Y | +91.5% | +22.9% | +68.5% | +77.4% |
| 3Y | +202.7% | +110.7% | +92.0% | +129.2% |
| 5Y | +335.1% | +346.2% | -11.0% | +149.0% |
| All | +1,144.3% | +442.8% | +701.5% | +517.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling