+12,022.6%
CAT vs MCK
+6,898.6%
+5,124.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +2.9% | -3.6% | +6.5% | +3.8% |
| 30D | -2.6% | +1.4% | -4.1% | -3.1% |
| 3M | -10.7% | +13.8% | -24.5% | -14.1% |
| 6M | +16.1% | -5.2% | +21.3% | +16.6% |
| YTD | +43.2% | +9.0% | +34.2% | +38.1% |
| 1Y | +96.8% | +26.9% | +69.9% | +82.1% |
| 3Y | +201.4% | +114.7% | +86.6% | +138.2% |
| 5Y | +332.7% | +347.1% | -14.4% | +179.6% |
| 10Y | +1,157.1% | +446.4% | +710.7% | +640.1% |
| All | +12,022.6% | +6,898.6% | +5,124.0% | +3,643.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling