+1,742.6%
MCK vs CAPR
-99.1%
+1,841.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.3% |
| 7D | -3.6% | -12.6% | +9.1% | -3.5% |
| 30D | +1.4% | +124.4% | -123.0% | +1.1% |
| 3M | +13.8% | -66.8% | +80.6% | +14.0% |
| 6M | -5.2% | -71.8% | +66.6% | -5.0% |
| YTD | +9.0% | -70.1% | +79.1% | +9.2% |
| 1Y | +26.9% | +33.3% | -6.5% | +25.1% |
| 3Y | +114.7% | +36.7% | +78.0% | +109.4% |
| 5Y | +347.1% | +72.5% | +274.7% | +332.9% |
| 10Y | +446.4% | -77.3% | +523.6% | +415.7% |
| All | +1,742.6% | -99.1% | +1,841.7% | +1,530.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling