+6,923.6%
MCK vs CNP
+1,205.8%
+5,717.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.7% |
| 30D | +0.4% | -2.9% | +3.3% | +0.9% |
| 3M | +12.1% | -7.5% | +19.6% | +13.7% |
| 6M | -5.4% | -7.9% | +2.5% | -4.0% |
| YTD | +7.8% | +3.7% | +4.0% | +6.9% |
| 1Y | +22.9% | +4.6% | +18.3% | +21.7% |
| 3Y | +110.7% | +49.1% | +61.6% | +94.1% |
| 5Y | +346.2% | +69.2% | +276.9% | +299.9% |
| 10Y | +440.1% | +136.0% | +304.2% | +345.0% |
| All | +6,923.6% | +1,205.8% | +5,717.8% | +4,094.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling