+136.3%
GLD vs MCK
+344.8%
-208.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.8% |
| 7D | -3.4% | -4.4% | +1.0% | -3.5% |
| 30D | -1.1% | -2.2% | +1.1% | -1.2% |
| 3M | +5.8% | +11.6% | -5.7% | +6.1% |
| 6M | -17.1% | -4.9% | -12.1% | -16.9% |
| YTD | 0.0% | +7.7% | -7.7% | +0.6% |
| 1Y | +18.2% | +25.2% | -7.0% | +18.9% |
| 3Y | +122.6% | +112.1% | +10.4% | +124.5% |
| All | +136.3% | +344.8% | -208.5% | +150.3% |
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