+6,923.6%
MCK vs CAH
+3,816.4%
+3,107.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -2.9% | -5.1% | +2.2% | 0.0% |
| 30D | +0.4% | +0.2% | +0.2% | +0.4% |
| 3M | +12.1% | +6.3% | +5.8% | +8.4% |
| 6M | -5.4% | +9.4% | -14.8% | -10.2% |
| YTD | +7.8% | +15.0% | -7.2% | -0.1% |
| 1Y | +22.9% | +55.4% | -32.5% | -4.4% |
| 3Y | +110.7% | +173.8% | -63.1% | +18.3% |
| 5Y | +346.2% | +395.2% | -49.0% | +78.3% |
| 10Y | +440.1% | +293.2% | +146.9% | +139.2% |
| All | +6,923.6% | +3,816.4% | +3,107.2% | +1,413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling