+339.0%
MCK vs CCI
-49.3%
+388.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +0.4% | +2.2% | -1.8% | +0.2% |
| 3M | +12.1% | -16.9% | +29.0% | +13.7% |
| 6M | -5.4% | -11.5% | +6.1% | -4.6% |
| YTD | +7.8% | -12.8% | +20.6% | +8.9% |
| 1Y | +22.9% | -17.1% | +40.0% | +24.9% |
| 3Y | +110.7% | -9.6% | +120.4% | +110.7% |
| All | +339.0% | -49.3% | +388.3% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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