+6,923.6%
MCK vs CL
+2,131.6%
+4,792.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.5% |
| 7D | -2.9% | -2.2% | -0.7% | -2.2% |
| 30D | +0.4% | -6.0% | +6.4% | +2.5% |
| 3M | +12.1% | -2.3% | +14.4% | +13.0% |
| 6M | -5.4% | -2.0% | -3.5% | -5.0% |
| YTD | +7.8% | +11.8% | -4.1% | +3.4% |
| 1Y | +22.9% | +5.8% | +17.1% | +20.1% |
| 3Y | +110.7% | +25.9% | +84.8% | +92.8% |
| 5Y | +346.2% | +26.9% | +319.2% | +305.3% |
| 10Y | +440.1% | +55.1% | +385.0% | +357.6% |
| All | +6,923.6% | +2,131.6% | +4,792.0% | +3,330.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling