+345.8%
MCK vs CMS
+22.8%
+323.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -4.4% | -1.3% | -3.1% | -4.0% |
| 30D | -2.2% | -2.8% | +0.6% | -1.5% |
| 3M | +11.6% | -7.1% | +18.7% | +13.9% |
| 6M | -4.9% | -10.0% | +5.1% | -2.1% |
| YTD | +7.7% | -0.9% | +8.6% | +8.2% |
| 1Y | +25.2% | -2.0% | +27.2% | +26.2% |
| 3Y | +112.1% | +33.0% | +79.1% | +99.7% |
| 5Y | +345.8% | +24.3% | +321.6% | +322.9% |
| All | +345.8% | +22.8% | +323.0% | +322.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling