+137.4%
MCK vs GD
+58.2%
+79.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +4.0% | +2.7% | +1.3% | +3.3% |
| 30D | +12.9% | +8.6% | +4.3% | +10.6% |
| 3M | +28.9% | -7.1% | +35.9% | +30.8% |
| 6M | +49.9% | +7.5% | +42.5% | +47.0% |
| YTD | +34.8% | +9.9% | +24.9% | +31.4% |
| 1Y | +30.8% | +7.6% | +23.3% | +28.1% |
| 3Y | +137.4% | +56.2% | +81.2% | +116.7% |
| All | +137.4% | +58.2% | +79.3% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling