+219.8%
CB vs MCK
+442.8%
-223.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.7% | -2.9% | +2.2% | +0.2% |
| 30D | -1.2% | +0.4% | -1.6% | -1.4% |
| 3M | +3.8% | +12.1% | -8.3% | 0.0% |
| 6M | +5.8% | -5.4% | +11.2% | +7.1% |
| YTD | +9.4% | +7.8% | +1.6% | +5.6% |
| 1Y | +20.7% | +22.9% | -2.3% | +11.3% |
| 3Y | +70.1% | +110.7% | -40.7% | +29.3% |
| 5Y | +101.4% | +346.2% | -244.8% | +17.9% |
| All | +219.8% | +442.8% | -223.0% | +71.2% |
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