+339.0%
MCK vs SAN
+385.2%
-46.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.1% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +0.4% | +0.9% | -0.5% | +0.4% |
| 3M | +12.1% | +19.1% | -7.0% | +10.8% |
| 6M | -5.4% | +33.2% | -38.6% | -7.5% |
| YTD | +7.8% | +29.1% | -21.3% | +5.5% |
| 1Y | +22.9% | +50.2% | -27.3% | +18.7% |
| 3Y | +110.7% | +351.0% | -240.3% | +81.1% |
| All | +339.0% | +385.2% | -46.2% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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