+427.0%
MCK vs CF
+595.8%
-168.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +0.4% | +11.5% | -11.0% | -1.5% |
| 3M | +12.1% | +25.5% | -13.4% | +7.6% |
| 6M | -5.4% | +11.8% | -17.2% | -8.2% |
| YTD | +7.8% | +74.6% | -66.8% | -4.2% |
| 1Y | +22.9% | +57.7% | -34.7% | +11.2% |
| 3Y | +110.7% | +74.2% | +36.5% | +83.4% |
| 5Y | +346.2% | +223.8% | +122.4% | +215.8% |
| All | +427.0% | +595.8% | -168.8% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling