+6,923.6%
MCK vs GAP
+631.3%
+6,292.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.3% |
| 7D | -2.9% | -4.1% | +1.2% | -2.4% |
| 30D | +0.4% | +6.2% | -5.8% | -0.5% |
| 3M | +12.1% | -0.7% | +12.8% | +11.9% |
| 6M | -5.4% | -7.1% | +1.7% | -5.3% |
| YTD | +7.8% | -14.1% | +21.9% | +8.6% |
| 1Y | +22.9% | -8.5% | +31.4% | +22.4% |
| 3Y | +110.7% | +115.4% | -4.6% | +75.2% |
| 5Y | +346.2% | +9.8% | +336.3% | +292.3% |
| 10Y | +440.1% | +30.6% | +409.6% | +313.3% |
| All | +6,923.6% | +631.3% | +6,292.3% | +3,567.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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