+1,606.7%
GE vs MCK
+6,813.7%
-5,207.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -2.8% | -4.4% | +1.6% | -1.6% |
| 30D | -11.9% | -2.2% | -9.7% | -11.4% |
| 3M | +1.8% | +11.6% | -9.7% | -1.6% |
| 6M | -0.6% | -4.9% | +4.3% | +0.1% |
| YTD | +5.5% | +7.7% | -2.2% | +2.1% |
| 1Y | +15.0% | +25.2% | -10.3% | +6.3% |
| 3Y | +269.5% | +112.1% | +157.4% | +190.3% |
| 5Y | +422.4% | +345.8% | +76.6% | +230.2% |
| 10Y | +151.0% | +439.7% | -288.8% | +45.5% |
| All | +1,606.7% | +6,813.7% | -5,207.0% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling