+110.7%
MCK vs GTLB
-10.9%
+121.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -2.9% | -5.7% | +2.8% | -3.0% |
| 30D | +0.4% | +15.1% | -14.7% | +0.8% |
| 3M | +12.1% | +65.5% | -53.4% | +13.3% |
| 6M | -5.4% | +102.9% | -108.3% | -4.0% |
| YTD | +7.8% | +25.2% | -17.4% | +8.7% |
| 1Y | +22.9% | -5.5% | +28.5% | +23.9% |
| 3Y | +110.7% | -10.9% | +121.6% | +118.0% |
| All | +110.7% | -10.9% | +121.6% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling