+427.0%
MCK vs CMS
+118.9%
+308.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -2.9% | -1.9% | -1.0% | -2.2% |
| 30D | +0.4% | -4.1% | +4.5% | +2.1% |
| 3M | +12.1% | -7.1% | +19.2% | +15.3% |
| 6M | -5.4% | -10.1% | +4.6% | -1.6% |
| YTD | +7.8% | -1.7% | +9.5% | +8.4% |
| 1Y | +22.9% | -3.4% | +26.3% | +24.5% |
| 3Y | +110.7% | +31.6% | +79.2% | +86.7% |
| 5Y | +346.2% | +23.3% | +322.9% | +299.3% |
| All | +427.0% | +118.9% | +308.2% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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