+27.6%
MCK vs CF
+35.9%
-8.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.4% | +11.4% | +6.9% |
| 7D | +11.3% | -6.9% | +18.2% | +11.2% |
| 30D | +16.8% | -3.7% | +20.6% | +16.7% |
| 3M | +28.9% | -5.0% | +33.9% | +29.0% |
| 6M | +32.7% | -10.5% | +43.1% | +32.3% |
| YTD | +30.8% | +46.5% | -15.8% | +43.6% |
| 1Y | +27.6% | +34.8% | -7.3% | +37.6% |
| All | +27.6% | +35.9% | -8.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling