+67.1%
CSX vs MCK
+114.8%
-47.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -0.6% | -3.6% | +3.0% | -0.3% |
| 30D | -3.2% | +1.4% | -4.7% | -3.4% |
| 3M | +2.6% | +13.8% | -11.2% | +1.5% |
| 6M | +19.8% | -5.2% | +25.0% | +20.2% |
| YTD | +34.7% | +9.0% | +25.6% | +33.9% |
| 1Y | +52.1% | +26.9% | +25.3% | +49.7% |
| All | +67.1% | +114.8% | -47.6% | +64.4% |
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