+143.4%
MCK vs GEHC
+2.6%
+140.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | -4.4% | -7.9% | +3.5% | -4.1% |
| 30D | -2.2% | -11.7% | +9.5% | -1.7% |
| 3M | +11.6% | +0.8% | +10.7% | +11.4% |
| 6M | -4.9% | -11.6% | +6.6% | -4.7% |
| YTD | +7.7% | -21.6% | +29.3% | +8.2% |
| 1Y | +25.2% | -15.3% | +40.5% | +25.5% |
| 3Y | +112.1% | -0.5% | +112.6% | +112.0% |
| All | +143.4% | +2.6% | +140.9% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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