+339.0%
MCK vs CAPR
+69.4%
+269.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 3M | +12.1% | -66.6% | +78.7% | +11.7% |
| 6M | -5.4% | -75.1% | +69.6% | -5.9% |
| YTD | +7.8% | -71.0% | +78.8% | +7.4% |
| 1Y | +22.9% | +30.0% | -7.0% | +25.9% |
| 3Y | +110.7% | +29.0% | +81.8% | +117.7% |
| All | +339.0% | +69.4% | +269.6% | +350.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling