+238.0%
GM vs MCK
+1,427.8%
-1,189.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -2.9% | +0.5% | -1.5% |
| 30D | -1.1% | +0.4% | -1.5% | -1.4% |
| 3M | +6.1% | +12.1% | -6.0% | +2.0% |
| 6M | +15.0% | -5.4% | +20.4% | +16.2% |
| YTD | +6.0% | +7.8% | -1.8% | +1.7% |
| 1Y | +47.1% | +22.9% | +24.1% | +34.5% |
| 3Y | +170.5% | +110.7% | +59.8% | +96.0% |
| 5Y | +80.5% | +346.2% | -265.7% | -5.3% |
| 10Y | +238.7% | +440.1% | -201.5% | +55.1% |
| All | +238.0% | +1,427.8% | -1,189.7% | -23.7% |
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 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