+110.7%
MCK vs GFS
-19.7%
+130.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.2% |
| 7D | -2.9% | +3.8% | -6.8% | -2.7% |
| 30D | +0.4% | -11.7% | +12.1% | -0.2% |
| 3M | +12.1% | -41.8% | +53.9% | +9.8% |
| 6M | -5.4% | +6.6% | -12.1% | -6.2% |
| YTD | +7.8% | +34.6% | -26.9% | +7.8% |
| 1Y | +22.9% | +46.2% | -23.2% | +23.3% |
| 3Y | +110.7% | -20.3% | +131.1% | +105.2% |
| All | +110.7% | -19.7% | +130.5% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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