+800.7%
GLD vs MCK
+3,476.2%
-2,675.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.3% | -1.7% |
| 7D | +0.7% | -1.9% | +2.7% | +0.7% |
| 30D | +0.3% | +2.4% | -2.0% | +0.3% |
| 3M | +0.6% | +16.1% | -15.5% | +0.7% |
| 6M | -15.6% | -3.1% | -12.5% | -15.5% |
| YTD | +0.9% | +8.7% | -7.9% | +1.0% |
| 1Y | +19.4% | +28.1% | -8.7% | +19.5% |
| 3Y | +124.5% | +114.1% | +10.3% | +124.7% |
| 5Y | +138.9% | +342.5% | -203.6% | +139.2% |
| 10Y | +213.3% | +424.1% | -210.8% | +213.3% |
| All | +800.7% | +3,476.2% | -2,675.5% | +838.4% |
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