+427.0%
MCK vs SCHG
+459.0%
-32.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -2.9% | -1.0% | -1.9% | -2.5% |
| 30D | +0.4% | -1.3% | +1.7% | +0.9% |
| 3M | +12.1% | +5.4% | +6.7% | +9.4% |
| 6M | -5.4% | +14.4% | -19.9% | -11.1% |
| YTD | +7.8% | +8.0% | -0.2% | +3.7% |
| 1Y | +22.9% | +12.7% | +10.2% | +15.8% |
| 3Y | +110.7% | +85.6% | +25.1% | +51.5% |
| 5Y | +346.2% | +85.5% | +260.7% | +214.7% |
| All | +427.0% | +459.0% | -32.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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