+427.0%
MCK vs CI
+144.2%
+282.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +0.4% | +1.8% | -1.3% | -0.3% |
| 3M | +12.1% | -4.2% | +16.3% | +13.6% |
| 6M | -5.4% | +8.8% | -14.3% | -9.4% |
| YTD | +7.8% | +3.7% | +4.0% | +5.3% |
| 1Y | +22.9% | -6.1% | +29.1% | +23.2% |
| 3Y | +110.7% | +4.5% | +106.3% | +94.7% |
| 5Y | +346.2% | +50.5% | +295.6% | +241.2% |
| All | +427.0% | +144.2% | +282.9% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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