+69.6%
CSX vs MCK
+342.6%
-273.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +0.1% | -4.4% | +4.5% | +0.8% |
| 30D | -1.5% | -2.2% | +0.7% | -1.3% |
| 3M | +6.0% | +11.6% | -5.6% | +3.8% |
| 6M | +20.6% | -4.9% | +25.5% | +21.4% |
| YTD | +36.5% | +7.7% | +28.8% | +34.2% |
| 1Y | +55.0% | +25.2% | +29.8% | +47.6% |
| 3Y | +70.8% | +112.1% | -41.4% | +38.6% |
| 5Y | +69.6% | +345.8% | -276.3% | +0.4% |
| All | +69.6% | +342.6% | -273.0% | +0.4% |
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 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