+110.6%
MCK vs CF
+71.9%
+38.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -4.4% | -2.0% | -2.4% | -4.3% |
| 30D | -2.2% | +15.3% | -17.5% | -2.7% |
| 3M | +11.6% | +24.3% | -12.7% | +10.8% |
| 6M | -4.9% | +23.9% | -28.9% | -5.5% |
| YTD | +7.7% | +77.3% | -69.5% | +5.2% |
| 1Y | +25.2% | +58.7% | -33.5% | +23.2% |
| All | +110.6% | +71.9% | +38.7% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling