+1,597.4%
MCK vs GNRC
+2,082.9%
-485.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -0.2% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +0.4% | -15.7% | +16.2% | +2.0% |
| 3M | +12.1% | -27.3% | +39.4% | +15.0% |
| 6M | -5.4% | -12.1% | +6.6% | -5.5% |
| YTD | +7.8% | +37.1% | -29.3% | +2.3% |
| 1Y | +22.9% | -0.5% | +23.4% | +20.2% |
| 3Y | +110.7% | +61.5% | +49.2% | +89.4% |
| 5Y | +346.2% | -58.6% | +404.7% | +371.3% |
| 10Y | +440.1% | +446.3% | -6.1% | +241.0% |
| All | +1,597.4% | +2,082.9% | -485.6% | +746.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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