+31.8%
MCK vs CPB
-32.6%
+64.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.1% |
| 7D | +1.7% | -8.6% | +10.3% | +2.7% |
| 30D | +3.6% | -7.2% | +10.9% | +4.4% |
| 3M | +20.1% | +0.9% | +19.2% | +19.8% |
| 6M | -7.0% | -11.8% | +4.8% | -6.9% |
| YTD | +11.0% | -19.4% | +30.4% | +12.0% |
| 1Y | +31.8% | -30.4% | +62.2% | +36.2% |
| All | +31.8% | -32.6% | +64.4% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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