+27.6%
MCK vs CNP
+8.7%
+18.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.5% | +10.5% | +7.6% |
| 7D | +11.3% | -1.3% | +12.7% | +11.3% |
| 30D | +16.8% | +8.7% | +8.1% | +13.8% |
| 3M | +28.9% | -0.7% | +29.6% | +28.5% |
| 6M | +32.7% | -4.2% | +36.8% | +34.1% |
| YTD | +30.8% | +8.9% | +21.9% | +29.9% |
| 1Y | +27.6% | +8.3% | +19.2% | +27.6% |
| All | +27.6% | +8.7% | +18.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling