+339.0%
MCK vs CAG
-43.1%
+382.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.9% | -5.7% | +2.8% | -1.9% |
| 30D | +0.4% | -2.4% | +2.8% | +0.8% |
| 3M | +12.1% | +9.8% | +2.3% | +9.9% |
| 6M | -5.4% | -10.8% | +5.4% | -4.0% |
| YTD | +7.8% | -10.8% | +18.6% | +8.8% |
| 1Y | +22.9% | -19.0% | +41.9% | +26.5% |
| 3Y | +110.7% | -39.7% | +150.4% | +127.9% |
| All | +339.0% | -43.1% | +382.1% | +380.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling