+345.1%
MCK vs GTLB
-49.8%
+394.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.2% |
| 7D | -4.4% | -4.1% | -0.3% | -4.4% |
| 30D | -2.2% | +12.3% | -14.5% | -2.1% |
| 3M | +11.6% | +65.9% | -54.3% | +11.8% |
| 6M | -4.9% | +104.0% | -108.9% | -4.6% |
| YTD | +7.7% | +26.0% | -18.3% | +8.0% |
| 1Y | +25.2% | -3.5% | +28.7% | +25.6% |
| 3Y | +112.1% | -9.6% | +121.8% | +112.7% |
| All | +345.1% | -49.8% | +394.9% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling