+427.0%
MCK vs CNH
+158.6%
+268.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.9% | -5.7% | +2.8% | -2.0% |
| 30D | +0.4% | +26.6% | -26.1% | -3.6% |
| 3M | +12.1% | +31.1% | -19.0% | +6.5% |
| 6M | -5.4% | +24.9% | -30.3% | -9.9% |
| YTD | +7.8% | +48.7% | -40.9% | -0.8% |
| 1Y | +22.9% | +22.2% | +0.7% | +17.0% |
| 3Y | +110.7% | +7.4% | +103.3% | +100.2% |
| 5Y | +346.2% | +10.8% | +335.3% | +305.2% |
| All | +427.0% | +158.6% | +268.5% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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