+339.0%
MCK vs CG
-2.7%
+341.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | -2.9% | -9.9% | +6.9% | -2.9% |
| 30D | +0.4% | -11.7% | +12.1% | +0.4% |
| 3M | +12.1% | -4.3% | +16.4% | +12.1% |
| 6M | -5.4% | -8.8% | +3.3% | -5.5% |
| YTD | +7.8% | -26.9% | +34.6% | +7.9% |
| 1Y | +22.9% | -35.4% | +58.4% | +23.2% |
| 3Y | +110.7% | +43.0% | +67.7% | +103.8% |
| All | +339.0% | -2.7% | +341.7% | +333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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