+427.0%
MCK vs CFG
+316.8%
+110.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | +0.4% | -4.6% | +5.1% | +1.4% |
| 3M | +12.1% | +6.7% | +5.4% | +10.5% |
| 6M | -5.4% | +22.1% | -27.6% | -9.6% |
| YTD | +7.8% | +23.2% | -15.4% | +2.7% |
| 1Y | +22.9% | +40.3% | -17.3% | +13.7% |
| 3Y | +110.7% | +187.9% | -77.1% | +58.9% |
| 5Y | +346.2% | +102.0% | +244.2% | +258.3% |
| All | +427.0% | +316.8% | +110.2% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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