+3,369.0%
CLS vs MCK
+1,199.7%
+2,169.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +5.0% | -4.4% | +9.4% | +6.2% |
| 30D | +4.8% | -2.2% | +7.0% | +5.1% |
| 3M | -10.4% | +11.6% | -21.9% | -13.8% |
| 6M | +20.8% | -4.9% | +25.8% | +20.9% |
| YTD | +10.0% | +7.7% | +2.3% | +6.3% |
| 1Y | +28.5% | +25.2% | +3.3% | +18.8% |
| 3Y | +1,292.2% | +112.1% | +1,180.1% | +976.9% |
| 5Y | +3,616.8% | +345.8% | +3,271.0% | +2,181.9% |
| 10Y | +2,959.5% | +439.7% | +2,519.7% | +1,604.1% |
| All | +3,369.0% | +1,199.7% | +2,169.3% | +1,244.2% |
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 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