+1,338.0%
CLS vs MCK
+112.3%
+1,225.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.6% |
| 7D | +10.9% | -2.9% | +13.9% | +10.8% |
| 30D | +2.1% | +0.4% | +1.7% | +2.1% |
| 3M | -10.2% | +12.1% | -22.3% | -10.1% |
| 6M | +30.4% | -5.4% | +35.8% | +33.1% |
| YTD | +17.2% | +7.8% | +9.4% | +18.8% |
| 1Y | +41.0% | +22.9% | +18.1% | +44.8% |
| 3Y | +1,338.0% | +110.7% | +1,227.2% | +1,331.3% |
| All | +1,338.0% | +112.3% | +1,225.7% | +1,331.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling