+347.1%
MCK vs CF
+247.6%
+99.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | -3.6% | -0.8% | -2.7% | -3.5% |
| 30D | +1.4% | +14.3% | -12.8% | +0.6% |
| 3M | +13.8% | +27.9% | -14.0% | +12.0% |
| 6M | -5.2% | +25.5% | -30.7% | -6.8% |
| YTD | +9.0% | +81.2% | -72.2% | +4.1% |
| 1Y | +26.9% | +66.5% | -39.6% | +21.9% |
| 3Y | +114.7% | +76.7% | +38.1% | +104.7% |
| 5Y | +347.1% | +237.8% | +109.3% | +284.7% |
| All | +347.1% | +247.6% | +99.5% | +284.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling