+639.9%
GS vs MCK
+442.8%
+197.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.9% | -2.9% | +2.0% | -0.1% |
| 30D | -0.3% | +0.4% | -0.7% | -0.5% |
| 3M | -0.1% | +12.1% | -12.2% | -3.9% |
| 6M | +26.1% | -5.4% | +31.5% | +27.2% |
| YTD | +18.8% | +7.8% | +11.0% | +14.4% |
| 1Y | +33.7% | +22.9% | +10.8% | +22.9% |
| 3Y | +238.9% | +110.7% | +128.2% | +150.7% |
| 5Y | +187.9% | +346.2% | -158.2% | +56.6% |
| All | +639.9% | +442.8% | +197.1% | +260.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling