+6,984.2%
MCK vs CMS
+722.6%
+6,261.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -1.9% | +1.2% | -3.2% | -2.3% |
| 30D | +2.4% | -3.2% | +5.5% | +3.2% |
| 3M | +16.1% | -2.2% | +18.3% | +16.8% |
| 6M | -3.1% | -9.4% | +6.4% | -0.5% |
| YTD | +8.7% | +0.7% | +8.0% | +8.5% |
| 1Y | +28.1% | +0.4% | +27.7% | +27.9% |
| 3Y | +114.1% | +35.2% | +79.0% | +95.6% |
| 5Y | +342.5% | +24.1% | +318.4% | +310.3% |
| 10Y | +424.1% | +115.8% | +308.3% | +319.1% |
| All | +6,984.2% | +722.6% | +6,261.7% | +3,636.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling