+325.5%
CAT vs MCK
+344.8%
-19.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +0.6% | -4.4% | +5.0% | +0.9% |
| 30D | -4.5% | -2.2% | -2.3% | -4.5% |
| 3M | -5.8% | +11.6% | -17.4% | -6.6% |
| 6M | +12.7% | -4.9% | +17.7% | +13.9% |
| YTD | +41.4% | +7.7% | +33.7% | +40.6% |
| 1Y | +92.1% | +25.2% | +66.8% | +86.6% |
| 3Y | +197.5% | +112.1% | +85.3% | +149.8% |
| All | +325.5% | +344.8% | -19.3% | +151.0% |
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