+339.0%
MCK vs GWRE
+15.1%
+324.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -2.9% | -13.2% | +10.3% | -2.5% |
| 30D | +0.4% | -18.6% | +19.0% | +0.9% |
| 3M | +12.1% | +18.9% | -6.8% | +11.7% |
| 6M | -5.4% | -11.0% | +5.5% | -5.7% |
| YTD | +7.8% | -29.9% | +37.7% | +8.5% |
| 1Y | +22.9% | -44.3% | +67.3% | +24.6% |
| 3Y | +110.7% | +51.7% | +59.1% | +108.0% |
| All | +339.0% | +15.1% | +324.0% | +374.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling