+322.0%
CMG vs MCK
+442.8%
-120.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | -2.9% | +0.9% | -1.5% |
| 30D | +10.9% | +0.4% | +10.5% | +10.8% |
| 3M | +15.8% | +12.1% | +3.7% | +13.1% |
| 6M | +6.9% | -5.4% | +12.4% | +7.6% |
| YTD | -2.2% | +7.8% | -9.9% | -4.3% |
| 1Y | -7.1% | +22.9% | -30.0% | -11.8% |
| 3Y | -7.1% | +110.7% | -117.9% | -22.2% |
| 5Y | -4.8% | +346.2% | -351.0% | -33.1% |
| All | +322.0% | +442.8% | -120.8% | +176.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling