+2,892.7%
MCK vs SBAC
+2,159.8%
+733.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.1% |
| 7D | -2.9% | -2.1% | -0.8% | -2.7% |
| 30D | +0.4% | +2.0% | -1.6% | +0.2% |
| 3M | +12.1% | -8.3% | +20.4% | +12.9% |
| 6M | -5.4% | +0.3% | -5.8% | -5.8% |
| YTD | +7.8% | -2.2% | +10.0% | +7.5% |
| 1Y | +22.9% | -4.6% | +27.6% | +22.9% |
| 3Y | +110.7% | -8.3% | +119.0% | +109.9% |
| 5Y | +346.2% | -42.8% | +389.0% | +361.8% |
| 10Y | +440.1% | +85.6% | +354.5% | +402.3% |
| All | +2,892.7% | +2,159.8% | +733.0% | +2,068.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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