+2,936.6%
GLW vs MCK
+6,813.7%
-3,877.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | +11.7% | -4.4% | +16.1% | +13.0% |
| 30D | +2.7% | -2.2% | +4.9% | +3.1% |
| 3M | -2.8% | +11.6% | -14.4% | -6.9% |
| 6M | +20.2% | -4.9% | +25.1% | +19.5% |
| YTD | +87.3% | +7.7% | +79.6% | +79.8% |
| 1Y | +119.6% | +25.2% | +94.4% | +101.8% |
| 3Y | +453.7% | +112.1% | +341.5% | +329.5% |
| 5Y | +376.1% | +345.8% | +30.2% | +195.9% |
| 10Y | +837.2% | +439.7% | +397.5% | +432.8% |
| All | +2,936.6% | +6,813.7% | -3,877.0% | +761.0% |
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