+626.9%
CEG vs MCK
+260.7%
+366.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.3% | -3.6% | +4.9% | +1.7% |
| 30D | +8.8% | +1.4% | +7.4% | +8.7% |
| 3M | +17.0% | +13.8% | +3.1% | +14.9% |
| 6M | -8.7% | -5.2% | -3.6% | -7.7% |
| YTD | -16.4% | +9.0% | -25.5% | -17.6% |
| 1Y | -1.8% | +26.9% | -28.6% | -6.2% |
| 3Y | +175.8% | +114.7% | +61.0% | +115.6% |
| All | +626.9% | +260.7% | +366.3% | +366.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling