+339.0%
MCK vs CRS
+1,363.4%
-1,024.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -2.9% | -6.8% | +3.8% | -2.6% |
| 30D | +0.4% | -16.1% | +16.6% | +1.3% |
| 3M | +12.1% | -21.2% | +33.3% | +13.2% |
| 6M | -5.4% | +8.7% | -14.1% | -6.6% |
| YTD | +7.8% | +41.0% | -33.2% | +4.8% |
| 1Y | +22.9% | +82.7% | -59.7% | +17.6% |
| 3Y | +110.7% | +604.8% | -494.1% | +82.3% |
| All | +339.0% | +1,363.4% | -1,024.4% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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