+31.8%
MCK vs GTLB
+14.4%
+17.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.4% |
| 7D | +1.7% | +11.1% | -9.3% | +2.4% |
| 30D | +3.6% | +37.8% | -34.2% | +6.0% |
| 3M | +20.1% | +61.6% | -41.5% | +24.2% |
| 6M | -7.0% | +98.9% | -105.9% | -2.3% |
| YTD | +11.0% | +32.8% | -21.8% | +12.7% |
| 1Y | +31.8% | +14.7% | +17.2% | +33.0% |
| All | +31.8% | +14.4% | +17.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling