+427.0%
MCK vs CL
+54.0%
+373.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.7% |
| 7D | -2.9% | -2.2% | -0.7% | -1.9% |
| 30D | +0.4% | -6.0% | +6.4% | +3.4% |
| 3M | +12.1% | -2.3% | +14.4% | +13.4% |
| 6M | -5.4% | -2.0% | -3.5% | -4.8% |
| YTD | +7.8% | +11.8% | -4.1% | +1.3% |
| 1Y | +22.9% | +5.8% | +17.1% | +18.6% |
| 3Y | +110.7% | +25.9% | +84.8% | +82.3% |
| 5Y | +346.2% | +26.9% | +319.2% | +279.2% |
| All | +427.0% | +54.0% | +373.1% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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