+427.0%
MCK vs CPB
-45.3%
+472.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.9% | -1.8% | -1.1% | -2.6% |
| 30D | +0.4% | -7.1% | +7.5% | +1.7% |
| 3M | +12.1% | -6.0% | +18.2% | +13.1% |
| 6M | -5.4% | -5.3% | -0.2% | -4.9% |
| YTD | +7.8% | -20.8% | +28.6% | +12.1% |
| 1Y | +22.9% | -33.8% | +56.8% | +32.7% |
| 3Y | +110.7% | -43.7% | +154.5% | +132.5% |
| 5Y | +346.2% | -40.7% | +386.9% | +384.5% |
| All | +427.0% | -45.3% | +472.3% | +521.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling