-0.8%
CRM vs MCK
+345.1%
-345.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -2.9% | -1.5% | -4.2% |
| 30D | +28.1% | +0.4% | +27.7% | +28.1% |
| 3M | +48.8% | +12.1% | +36.7% | +47.7% |
| 6M | +28.3% | -5.4% | +33.7% | +28.3% |
| YTD | -6.0% | +7.8% | -13.8% | -6.9% |
| 1Y | +1.4% | +22.9% | -21.5% | -1.2% |
| 3Y | +11.8% | +110.7% | -98.9% | -1.2% |
| All | -0.8% | +345.1% | -345.9% | -31.0% |
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