+110.7%
MCK vs CNC
+1.2%
+109.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | +0.4% | -1.0% | +1.4% | +0.5% |
| 3M | +12.1% | +4.5% | +7.6% | +11.6% |
| 6M | -5.4% | +85.2% | -90.7% | -10.6% |
| YTD | +7.8% | +61.4% | -53.6% | +2.9% |
| 1Y | +22.9% | +94.9% | -71.9% | +14.6% |
| 3Y | +110.7% | 0.0% | +110.7% | +104.8% |
| All | +110.7% | +1.2% | +109.5% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 3y: compounded portfolio wealth divided by compounded CNC 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…
3y analysis · Full analysis span regression · 6 months rolling