+1,261.1%
MCK vs CSGP
+3,334.4%
-2,073.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -1.1% |
| 7D | +1.7% | -4.1% | +5.8% | +2.3% |
| 30D | +3.6% | +2.3% | +1.3% | +3.1% |
| 3M | +20.1% | -8.2% | +28.3% | +21.1% |
| 6M | -7.0% | -35.1% | +28.0% | -1.9% |
| YTD | +11.0% | -54.0% | +65.1% | +22.3% |
| 1Y | +31.8% | -65.3% | +97.1% | +50.7% |
| 3Y | +123.1% | -62.6% | +185.7% | +149.0% |
| 5Y | +351.7% | -64.8% | +416.5% | +399.8% |
| 10Y | +435.4% | +45.1% | +390.3% | +380.7% |
| All | +1,261.1% | +3,334.4% | -2,073.4% | +630.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling