+31.8%
MCK vs CAPR
+48.7%
-16.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.4% |
| 7D | +1.7% | -2.0% | +3.7% | +1.7% |
| 30D | +3.6% | +139.2% | -135.6% | +4.6% |
| 3M | +20.1% | -66.4% | +86.4% | +19.6% |
| 6M | -7.0% | -63.1% | +56.1% | -7.3% |
| YTD | +11.0% | -67.4% | +78.5% | +10.7% |
| 1Y | +31.8% | +58.2% | -26.4% | +38.5% |
| All | +31.8% | +48.7% | -16.9% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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