-2.5%
GS vs MCK
+47.6%
-50.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.5% |
| 7D | +5.1% | +0.5% | +4.7% | +5.2% |
| 30D | +2.4% | +12.0% | -9.5% | +4.6% |
| 3M | -11.5% | +22.7% | -34.2% | -7.8% |
| 6M | -2.5% | +46.9% | -49.4% | +11.1% |
| All | -2.5% | +47.6% | -50.1% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling