+427.0%
MCK vs GDDY
+207.2%
+219.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | -2.9% | -3.2% | +0.3% | -2.5% |
| 30D | +0.4% | +6.8% | -6.4% | -0.8% |
| 3M | +12.1% | +30.5% | -18.4% | +6.8% |
| 6M | -5.4% | +13.3% | -18.8% | -8.3% |
| YTD | +7.8% | -21.0% | +28.7% | +10.5% |
| 1Y | +22.9% | -34.0% | +56.9% | +29.7% |
| 3Y | +110.7% | +33.1% | +77.7% | +92.8% |
| 5Y | +346.2% | +30.3% | +315.8% | +301.8% |
| All | +427.0% | +207.2% | +219.8% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling