+427.0%
MCK vs CBOE
+368.5%
+58.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | -2.9% | -5.8% | +2.9% | -1.3% |
| 30D | +0.4% | -3.1% | +3.6% | +1.1% |
| 3M | +12.1% | -4.8% | +16.9% | +12.9% |
| 6M | -5.4% | -0.6% | -4.9% | -6.8% |
| YTD | +7.8% | +12.8% | -5.0% | +2.3% |
| 1Y | +22.9% | +19.8% | +3.2% | +14.5% |
| 3Y | +110.7% | +86.9% | +23.8% | +69.4% |
| 5Y | +346.2% | +136.5% | +209.6% | +228.9% |
| All | +427.0% | +368.5% | +58.5% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling