+110.7%
MCK vs CAPR
+32.6%
+78.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | +0.1% |
| 7D | -2.9% | -11.0% | +8.0% | -3.0% |
| 30D | +0.4% | +99.8% | -99.3% | +1.2% |
| 3M | +12.1% | -66.6% | +78.7% | +11.6% |
| 6M | -5.4% | -75.1% | +69.6% | -6.1% |
| YTD | +7.8% | -71.0% | +78.8% | +7.3% |
| 1Y | +22.9% | +30.0% | -7.0% | +26.8% |
| 3Y | +110.7% | +29.0% | +81.8% | +133.9% |
| All | +110.7% | +32.6% | +78.1% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling