+979.7%
MCK vs CG
+313.7%
+666.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -0.9% |
| 7D | -4.4% | -9.8% | +5.4% | -3.0% |
| 30D | -2.2% | -10.3% | +8.1% | -0.8% |
| 3M | +11.6% | -1.7% | +13.2% | +11.4% |
| 6M | -4.9% | -9.8% | +4.9% | -4.1% |
| YTD | +7.7% | -25.6% | +33.3% | +11.3% |
| 1Y | +25.2% | -32.5% | +57.7% | +31.0% |
| 3Y | +112.1% | +45.6% | +66.5% | +86.7% |
| 5Y | +345.8% | +3.7% | +342.2% | +308.2% |
| 10Y | +439.7% | +321.1% | +118.7% | +246.3% |
| All | +979.7% | +313.7% | +666.0% | +582.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling