+1,228.5%
MCK vs CCI
+879.5%
+349.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -4.4% | -4.4% | 0.0% | -3.9% |
| 30D | -2.2% | +0.3% | -2.5% | -2.3% |
| 3M | +11.6% | -20.0% | +31.5% | +14.3% |
| 6M | -4.9% | -14.5% | +9.6% | -3.5% |
| YTD | +7.7% | -14.9% | +22.6% | +9.1% |
| 1Y | +25.2% | -17.7% | +42.9% | +27.3% |
| 3Y | +112.1% | -12.4% | +124.5% | +112.6% |
| 5Y | +345.8% | -50.1% | +396.0% | +374.3% |
| 10Y | +439.7% | +20.4% | +419.4% | +421.7% |
| All | +1,228.5% | +879.5% | +349.0% | +892.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling