+78.3%
CSX vs MCK
+138.1%
-59.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.8% |
| 7D | +6.0% | +4.0% | +2.0% | +5.6% |
| 30D | +7.8% | +12.9% | -5.1% | +6.8% |
| 3M | +4.1% | +28.9% | -24.8% | +2.1% |
| 6M | +17.9% | +49.9% | -32.0% | +14.2% |
| YTD | +44.9% | +34.8% | +10.1% | +41.8% |
| 1Y | +51.1% | +30.8% | +20.3% | +48.2% |
| 3Y | +78.3% | +137.4% | -59.2% | +74.1% |
| All | +78.3% | +138.1% | -59.9% | +74.1% |
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