+7,004.6%
MCK vs GPC
+1,472.6%
+5,532.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | +1.4% | +1.3% | +0.1% | +1.0% |
| 3M | +13.8% | +37.1% | -23.3% | +1.3% |
| 6M | -5.2% | +23.2% | -28.3% | -12.8% |
| YTD | +9.0% | +13.1% | -4.0% | +2.2% |
| 1Y | +26.9% | +0.9% | +26.0% | +23.8% |
| 3Y | +114.7% | -0.8% | +115.5% | +102.3% |
| 5Y | +347.1% | +31.1% | +316.0% | +270.3% |
| 10Y | +446.4% | +87.4% | +359.0% | +273.8% |
| All | +7,004.6% | +1,472.6% | +5,532.1% | +2,278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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