-31.9%
CEG vs MCK
+31.3%
-63.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.0% | -13.7% | -5.7% |
| 7D | -4.8% | +11.3% | -16.1% | -3.4% |
| 30D | -8.2% | +16.8% | -25.0% | -6.6% |
| 3M | -7.9% | +28.9% | -36.8% | -5.3% |
| 6M | -23.2% | +32.7% | -55.9% | -20.5% |
| YTD | -30.1% | +30.8% | -60.9% | -26.6% |
| 1Y | -31.9% | +27.6% | -59.5% | -29.4% |
| All | -31.9% | +31.3% | -63.2% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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