+4,013.6%
CMG vs MCK
+1,879.3%
+2,134.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | -2.9% | +0.9% | -1.3% |
| 30D | +10.9% | +0.4% | +10.5% | +10.7% |
| 3M | +15.8% | +12.1% | +3.7% | +11.7% |
| 6M | +6.9% | -5.4% | +12.4% | +8.0% |
| YTD | -2.2% | +7.8% | -9.9% | -5.5% |
| 1Y | -7.1% | +22.9% | -30.0% | -14.1% |
| 3Y | -7.1% | +110.7% | -117.9% | -28.2% |
| 5Y | -4.8% | +346.2% | -351.0% | -42.6% |
| 10Y | +324.3% | +440.1% | -115.8% | +124.0% |
| All | +4,013.6% | +1,879.3% | +2,134.4% | +1,097.6% |
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