+6,923.6%
MCK vs CMI
+10,141.8%
-3,218.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +0.4% | -12.4% | +12.8% | +3.1% |
| 3M | +12.1% | -14.8% | +26.9% | +15.2% |
| 6M | -5.4% | +0.8% | -6.2% | -6.9% |
| YTD | +7.8% | +10.2% | -2.4% | +3.3% |
| 1Y | +22.9% | +37.4% | -14.5% | +12.0% |
| 3Y | +110.7% | +153.3% | -42.6% | +64.2% |
| 5Y | +346.2% | +167.6% | +178.6% | +238.3% |
| 10Y | +440.1% | +514.4% | -74.2% | +237.6% |
| All | +6,923.6% | +10,141.8% | -3,218.2% | +2,099.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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