+6,923.6%
MCK vs CRS
+6,327.4%
+596.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -2.9% | -6.8% | +3.8% | -1.8% |
| 30D | +0.4% | -16.1% | +16.6% | +3.4% |
| 3M | +12.1% | -21.2% | +33.3% | +16.0% |
| 6M | -5.4% | +8.7% | -14.1% | -8.0% |
| YTD | +7.8% | +41.0% | -33.2% | 0.0% |
| 1Y | +22.9% | +82.7% | -59.7% | +8.2% |
| 3Y | +110.7% | +604.8% | -494.1% | +39.8% |
| 5Y | +346.2% | +1,384.7% | -1,038.5% | +146.8% |
| 10Y | +440.1% | +1,362.3% | -922.2% | +172.2% |
| All | +6,923.6% | +6,327.4% | +596.2% | +2,283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling