+170.5%
GM vs MCK
+112.3%
+58.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -2.9% | +0.5% | -2.6% |
| 30D | -1.1% | +0.4% | -1.5% | -1.1% |
| 3M | +6.1% | +12.1% | -6.0% | +7.3% |
| 6M | +15.0% | -5.4% | +20.4% | +14.6% |
| YTD | +6.0% | +7.8% | -1.8% | +7.3% |
| 1Y | +47.1% | +22.9% | +24.1% | +50.9% |
| 3Y | +170.5% | +110.7% | +59.8% | +222.0% |
| All | +170.5% | +112.3% | +58.2% | +222.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling