+427.0%
MCK vs GPN
+28.5%
+398.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.9% | -4.3% | +1.4% | -2.1% |
| 30D | +0.4% | 0.0% | +0.4% | +0.3% |
| 3M | +12.1% | +35.8% | -23.7% | +4.8% |
| 6M | -5.4% | +22.0% | -27.4% | -10.1% |
| YTD | +7.8% | +15.2% | -7.4% | +3.2% |
| 1Y | +22.9% | +3.5% | +19.5% | +20.1% |
| 3Y | +110.7% | -26.9% | +137.7% | +117.7% |
| 5Y | +346.2% | -44.2% | +390.4% | +387.3% |
| All | +427.0% | +28.5% | +398.5% | +374.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling