-70.5%
CBRS vs MCK
+45.5%
-116.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.0% | -13.1% | +1.3% |
| 7D | -18.4% | +11.3% | -29.7% | -7.9% |
| 30D | -49.4% | +16.8% | -66.2% | -39.5% |
| 3M | -59.6% | +28.9% | -88.5% | -44.9% |
| All | -70.5% | +45.5% | -116.0% | -55.2% |
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 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 · Available span rolling