+23.9%
MCK vs GLXY
+7.0%
+16.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.3% | -0.2% |
| 7D | -3.6% | +4.5% | -8.1% | -3.2% |
| 30D | +1.4% | +28.8% | -27.4% | +3.5% |
| 3M | +13.8% | -23.0% | +36.9% | +13.7% |
| 6M | -5.2% | +17.0% | -22.2% | -3.4% |
| YTD | +9.0% | +12.5% | -3.4% | +12.3% |
| 1Y | +26.9% | -5.4% | +32.3% | +30.0% |
| All | +23.9% | +7.0% | +16.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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