+339.0%
MCK vs CNP
+67.8%
+271.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | +0.4% | -2.9% | +3.3% | +1.2% |
| 3M | +12.1% | -7.5% | +19.6% | +14.5% |
| 6M | -5.4% | -7.9% | +2.5% | -3.3% |
| YTD | +7.8% | +3.7% | +4.0% | +6.6% |
| 1Y | +22.9% | +4.6% | +18.3% | +21.3% |
| 3Y | +110.7% | +49.1% | +61.6% | +89.5% |
| All | +339.0% | +67.8% | +271.2% | +280.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling