+391.6%
MCK vs CSGP
-63.4%
+455.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +0.5% | -6.1% | +6.6% | +1.0% |
| 30D | +12.0% | +0.3% | +11.6% | +11.8% |
| 3M | +22.7% | -1.3% | +24.0% | +22.5% |
| 6M | +46.9% | -8.9% | +55.8% | +47.2% |
| YTD | +31.7% | -55.2% | +86.9% | +37.9% |
| 1Y | +28.6% | -56.4% | +85.0% | +34.9% |
| 3Y | +132.6% | -62.2% | +194.8% | +144.6% |
| 5Y | +391.6% | -63.7% | +455.2% | +435.2% |
| All | +391.6% | -63.4% | +455.0% | +435.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling