+426.6%
MCK vs CSGP
+44.2%
+382.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -4.4% | -6.9% | +2.5% | -3.2% |
| 30D | -2.2% | -5.2% | +3.0% | -1.5% |
| 3M | +11.6% | -13.8% | +25.4% | +13.9% |
| 6M | -4.9% | -36.3% | +31.4% | +1.8% |
| YTD | +7.7% | -56.1% | +63.8% | +22.3% |
| 1Y | +25.2% | -65.8% | +91.0% | +48.6% |
| 3Y | +112.1% | -64.3% | +176.4% | +144.6% |
| 5Y | +345.8% | -67.3% | +413.1% | +417.5% |
| All | +426.6% | +44.2% | +382.5% | +350.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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