+8,686.9%
MCK vs GD
+6,797.4%
+1,889.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +4.0% | +2.7% | +1.3% | +3.1% |
| 30D | +12.9% | +8.6% | +4.3% | +9.7% |
| 3M | +28.9% | -7.1% | +35.9% | +31.8% |
| 6M | +49.9% | +7.5% | +42.5% | +45.9% |
| YTD | +34.8% | +9.9% | +24.9% | +29.7% |
| 1Y | +30.8% | +7.6% | +23.3% | +26.7% |
| 3Y | +137.4% | +56.2% | +81.2% | +100.7% |
| 5Y | +403.3% | +100.6% | +302.7% | +288.2% |
| 10Y | +731.9% | +167.8% | +564.2% | +475.5% |
| All | +8,686.9% | +6,797.4% | +1,889.5% | +3,247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling