+22.9%
MCK vs CF
+55.7%
-32.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +0.4% | +11.5% | -11.0% | +0.4% |
| 3M | +12.1% | +25.5% | -13.4% | +12.2% |
| 6M | -5.4% | +11.8% | -17.2% | -5.0% |
| YTD | +7.8% | +74.6% | -66.8% | +9.4% |
| 1Y | +22.9% | +57.7% | -34.7% | +26.6% |
| All | +22.9% | +55.7% | -32.8% | +26.6% |
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