+114.1%
MCK vs CSGP
-63.8%
+177.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -2.0% |
| 7D | -1.9% | -5.1% | +3.2% | -1.6% |
| 30D | +2.4% | +0.3% | +2.0% | +2.3% |
| 3M | +16.1% | -9.1% | +25.2% | +16.3% |
| 6M | -3.1% | -37.3% | +34.2% | -2.1% |
| YTD | +8.7% | -54.9% | +63.6% | +11.1% |
| 1Y | +28.1% | -65.5% | +93.6% | +32.7% |
| 3Y | +114.1% | -63.3% | +177.4% | +121.4% |
| All | +114.1% | -63.8% | +177.9% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling