-0.8%
CCL vs MCK
+345.1%
-345.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -3.2% | -2.9% | -0.3% | -3.1% |
| 30D | -17.8% | +0.4% | -18.2% | -17.8% |
| 3M | -18.7% | +12.1% | -30.8% | -18.9% |
| 6M | -11.4% | -5.4% | -6.0% | -10.9% |
| YTD | -24.3% | +7.8% | -32.1% | -24.4% |
| 1Y | -28.8% | +22.9% | -51.8% | -29.5% |
| 3Y | +49.3% | +110.7% | -61.4% | +32.9% |
| All | -0.8% | +345.1% | -345.9% | -44.6% |
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