+427.0%
MCK vs GWRE
+131.0%
+296.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.9% | -13.2% | +10.3% | -1.2% |
| 30D | +0.4% | -18.6% | +19.0% | +2.5% |
| 3M | +12.1% | +18.9% | -6.8% | +8.7% |
| 6M | -5.4% | -11.0% | +5.5% | -5.7% |
| YTD | +7.8% | -29.9% | +37.7% | +11.0% |
| 1Y | +22.9% | -44.3% | +67.3% | +31.0% |
| 3Y | +110.7% | +51.7% | +59.1% | +83.2% |
| 5Y | +346.2% | +15.4% | +330.7% | +313.4% |
| All | +427.0% | +131.0% | +296.1% | +289.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling