+339.0%
MCK vs SCHG
+84.3%
+254.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -2.9% | -1.0% | -1.9% | -2.8% |
| 30D | +0.4% | -1.3% | +1.7% | +0.5% |
| 3M | +12.1% | +5.4% | +6.7% | +11.4% |
| 6M | -5.4% | +14.4% | -19.9% | -7.1% |
| YTD | +7.8% | +8.0% | -0.2% | +6.7% |
| 1Y | +22.9% | +12.7% | +10.2% | +20.9% |
| 3Y | +110.7% | +85.6% | +25.1% | +89.1% |
| All | +339.0% | +84.3% | +254.7% | +292.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling