+851.8%
GLW vs MCK
+442.8%
+409.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +7.8% | -2.9% | +10.8% | +8.7% |
| 30D | -0.4% | +0.4% | -0.9% | -0.7% |
| 3M | -5.6% | +12.1% | -17.7% | -10.1% |
| 6M | +26.7% | -5.4% | +32.2% | +27.1% |
| YTD | +91.0% | +7.8% | +83.3% | +82.8% |
| 1Y | +122.4% | +22.9% | +99.5% | +102.5% |
| 3Y | +471.0% | +110.7% | +360.3% | +309.8% |
| 5Y | +385.6% | +346.2% | +39.5% | +147.6% |
| All | +851.8% | +442.8% | +409.0% | +314.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling