+187.8%
GS vs MCK
+348.0%
-160.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +2.4% | -3.6% | +6.0% | +2.7% |
| 30D | -0.1% | +1.4% | -1.5% | -0.2% |
| 3M | +0.2% | +13.8% | -13.6% | -1.2% |
| 6M | +24.8% | -5.2% | +30.0% | +25.9% |
| YTD | +18.8% | +9.0% | +9.7% | +17.5% |
| 1Y | +37.3% | +26.9% | +10.4% | +32.3% |
| 3Y | +237.9% | +114.7% | +123.2% | +181.7% |
| All | +187.8% | +348.0% | -160.2% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling