+31.0%
GLW vs MCK
-2.9%
+33.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.9% |
| 7D | +16.9% | -3.6% | +20.5% | +11.6% |
| 30D | +7.0% | +1.4% | +5.5% | +9.0% |
| 3M | -3.0% | +13.8% | -16.8% | +25.4% |
| 6M | +31.0% | -5.2% | +36.1% | +100.9% |
| All | +31.0% | -2.9% | +33.9% | +100.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling