+409.4%
GE vs MCK
+345.1%
+64.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -4.0% | -2.9% | -1.1% | -3.5% |
| 30D | -11.4% | +0.4% | -11.8% | -11.5% |
| 3M | -2.6% | +12.1% | -14.7% | -4.9% |
| 6M | -0.3% | -5.4% | +5.1% | +0.9% |
| YTD | +5.4% | +7.8% | -2.4% | +3.1% |
| 1Y | +15.5% | +22.9% | -7.4% | +9.1% |
| 3Y | +260.8% | +110.7% | +150.0% | +183.1% |
| All | +409.4% | +345.1% | +64.3% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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