+19.6%
CME vs MCK
+31.3%
-11.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.0% | -5.6% | +0.2% |
| 7D | +4.8% | +11.3% | -6.5% | +2.9% |
| 30D | +14.2% | +16.8% | -2.7% | +11.2% |
| 3M | +17.9% | +28.9% | -11.0% | +12.9% |
| 6M | +7.2% | +32.7% | -25.4% | +1.6% |
| YTD | +16.7% | +30.8% | -14.0% | +11.1% |
| 1Y | +19.6% | +27.6% | -8.0% | +14.5% |
| All | +19.6% | +31.3% | -11.7% | +14.5% |
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 · 6 months rolling