+40.6%
GLW vs MCK
+31.3%
+9.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.0% | -12.8% | -2.8% |
| 7D | -9.5% | +11.3% | -20.8% | -5.0% |
| 30D | -25.5% | +16.8% | -42.3% | -20.2% |
| 3M | -25.6% | +28.9% | -54.5% | -17.1% |
| 6M | -25.5% | +32.7% | -58.2% | -14.0% |
| YTD | +36.4% | +30.8% | +5.6% | +62.6% |
| 1Y | +40.6% | +27.6% | +13.0% | +67.4% |
| All | +40.6% | +31.3% | +9.3% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling