+31.8%
MCK vs CAH
+65.8%
-34.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | +1.7% | +5.4% | -3.6% | -1.9% |
| 30D | +3.6% | +3.3% | +0.3% | +1.3% |
| 3M | +20.1% | +22.8% | -2.7% | +4.5% |
| 6M | -7.0% | +11.3% | -18.3% | -13.5% |
| YTD | +11.0% | +21.1% | -10.1% | -1.5% |
| 1Y | +31.8% | +67.2% | -35.4% | -1.3% |
| All | +31.8% | +65.8% | -34.0% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling