+1,803.6%
GS vs MCK
+3,770.3%
-1,966.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | +5.1% | +0.5% | +4.7% | +5.0% |
| 30D | +2.4% | +12.0% | -9.5% | -1.6% |
| 3M | -11.5% | +22.7% | -34.2% | -17.8% |
| 6M | -2.5% | +46.9% | -49.4% | -15.8% |
| YTD | +5.5% | +31.7% | -26.2% | -6.4% |
| 1Y | +11.0% | +28.6% | -17.6% | -0.8% |
| 3Y | +200.1% | +132.6% | +67.5% | +109.1% |
| 5Y | +154.7% | +391.6% | -236.9% | +31.4% |
| 10Y | +450.9% | +712.5% | -261.6% | +124.3% |
| All | +1,803.6% | +3,770.3% | -1,966.8% | +309.7% |
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