+6,923.6%
MCK vs SAN
+2,033.9%
+4,889.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +0.4% | +0.9% | -0.5% | +0.2% |
| 3M | +12.1% | +19.1% | -7.0% | +7.5% |
| 6M | -5.4% | +33.2% | -38.6% | -12.0% |
| YTD | +7.8% | +29.1% | -21.3% | +0.4% |
| 1Y | +22.9% | +50.2% | -27.3% | +10.5% |
| 3Y | +110.7% | +351.0% | -240.3% | +43.9% |
| 5Y | +346.2% | +394.7% | -48.5% | +188.8% |
| 10Y | +440.1% | +345.3% | +94.9% | +241.0% |
| All | +6,923.6% | +2,033.9% | +4,889.7% | +3,189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling