+339.0%
MCK vs CPB
-41.0%
+380.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.6% |
| 3M | +12.1% | -6.0% | +18.2% | +13.0% |
| 6M | -5.4% | -5.3% | -0.2% | -5.0% |
| YTD | +7.8% | -20.8% | +28.6% | +11.6% |
| 1Y | +22.9% | -33.8% | +56.8% | +31.8% |
| 3Y | +110.7% | -43.7% | +154.5% | +130.8% |
| All | +339.0% | -41.0% | +380.0% | +368.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling