+31.0%
GM vs MCK
+27.9%
+3.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | +4.2% | +9.3% | -5.1% | +3.9% |
| 30D | +8.9% | +16.3% | -7.4% | +8.4% |
| 3M | +0.4% | +22.3% | -21.9% | -0.2% |
| 6M | +17.8% | +34.1% | -16.3% | +18.0% |
| YTD | +10.6% | +31.1% | -20.5% | +12.0% |
| 1Y | +31.0% | +27.5% | +3.5% | +32.0% |
| All | +31.0% | +27.9% | +3.2% | +32.0% |
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 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