+159.5%
MCK vs CRBG
+117.3%
+42.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | 0.0% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | +0.4% | +2.6% | -2.2% | +0.3% |
| 3M | +12.1% | +24.0% | -11.9% | +10.8% |
| 6M | -5.4% | +50.5% | -56.0% | -7.4% |
| YTD | +7.8% | +17.1% | -9.4% | +6.6% |
| 1Y | +22.9% | +5.9% | +17.1% | +22.4% |
| 3Y | +110.7% | +122.7% | -12.0% | +90.4% |
| All | +159.5% | +117.3% | +42.2% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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