+4,541.7%
CSX vs MCK
+7,026.6%
-2,485.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.2% |
| 7D | -3.4% | +1.7% | -5.1% | -3.8% |
| 30D | -3.1% | +3.6% | -6.7% | -4.0% |
| 3M | +7.2% | +20.1% | -12.9% | +2.1% |
| 6M | +16.2% | -7.0% | +23.2% | +17.6% |
| YTD | +37.5% | +11.0% | +26.5% | +32.7% |
| 1Y | +53.2% | +31.8% | +21.4% | +41.4% |
| 3Y | +68.2% | +123.1% | -54.9% | +33.7% |
| 5Y | +65.2% | +351.7% | -286.4% | +9.0% |
| 10Y | +504.1% | +435.4% | +68.7% | +266.6% |
| All | +4,541.7% | +7,026.6% | -2,485.0% | +1,611.6% |
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