+6,636.0%
CME vs MCK
+3,924.5%
+2,711.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -2.4% | -4.4% | +2.0% | -0.8% |
| 30D | +6.2% | -2.2% | +8.4% | +6.8% |
| 3M | +4.4% | +11.6% | -7.2% | -0.1% |
| 6M | -9.6% | -4.9% | -4.7% | -8.6% |
| YTD | +3.8% | +7.7% | -3.9% | -0.4% |
| 1Y | +9.5% | +25.2% | -15.7% | -0.8% |
| 3Y | +51.9% | +112.1% | -60.2% | +10.7% |
| 5Y | +78.7% | +345.8% | -267.1% | -3.6% |
| 10Y | +279.7% | +439.7% | -160.0% | +75.9% |
| All | +6,636.0% | +3,924.5% | +2,711.5% | +1,259.8% |
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