+21.6%
MCK vs CAI
-9.9%
+31.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | +0.1% |
| 7D | -2.9% | -2.9% | 0.0% | -2.9% |
| 30D | +0.4% | +9.3% | -8.9% | +0.5% |
| 3M | +12.1% | +35.2% | -23.1% | +12.3% |
| 6M | -5.4% | +30.7% | -36.2% | -5.3% |
| YTD | +7.8% | -9.8% | +17.6% | +7.2% |
| 1Y | +22.9% | -28.9% | +51.8% | +22.6% |
| All | +21.6% | -9.9% | +31.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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