+408.9%
MCK vs GRAB
-74.3%
+483.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | +0.1% |
| 7D | -2.9% | -10.8% | +7.9% | -3.0% |
| 30D | +0.4% | -15.5% | +15.9% | +0.3% |
| 3M | +12.1% | -9.0% | +21.1% | +12.0% |
| 6M | -5.4% | -21.6% | +16.1% | -5.6% |
| YTD | +7.8% | -38.9% | +46.7% | +7.5% |
| 1Y | +22.9% | -44.8% | +67.8% | +22.5% |
| 3Y | +110.7% | -18.4% | +129.2% | +110.7% |
| 5Y | +346.2% | -71.6% | +417.8% | +343.3% |
| All | +408.9% | -74.3% | +483.2% | +421.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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