+110.7%
MCK vs CI
+5.5%
+105.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.1% |
| 3M | +12.1% | -4.2% | +16.3% | +12.9% |
| 6M | -5.4% | +8.8% | -14.3% | -7.4% |
| YTD | +7.8% | +3.7% | +4.0% | +6.7% |
| 1Y | +22.9% | -6.1% | +29.1% | +23.1% |
| 3Y | +110.7% | +4.5% | +106.3% | +103.8% |
| All | +110.7% | +5.5% | +105.2% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling