+31.8%
MCK vs GWRE
-25.4%
+57.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -19.9% | +18.5% | -1.4% |
| 7D | +1.7% | -21.1% | +22.8% | +1.8% |
| 30D | +3.6% | +1.3% | +2.3% | +3.7% |
| 3M | +20.1% | +7.4% | +12.6% | +19.2% |
| 6M | -7.0% | +5.6% | -12.6% | -8.2% |
| YTD | +11.0% | -19.2% | +30.2% | +9.2% |
| 1Y | +31.8% | -25.1% | +57.0% | +28.9% |
| All | +31.8% | -25.4% | +57.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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