+27.6%
MCK vs SFM
-35.8%
+63.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.6% | +3.3% | +7.1% |
| 7D | +11.3% | -12.3% | +23.6% | +10.8% |
| 30D | +16.8% | -16.2% | +33.0% | +16.1% |
| 3M | +28.9% | -36.8% | +65.7% | +26.6% |
| 6M | +32.7% | -32.6% | +65.2% | +31.1% |
| YTD | +30.8% | -31.7% | +62.5% | +34.1% |
| 1Y | +27.6% | -35.0% | +62.6% | +30.0% |
| All | +27.6% | -35.8% | +63.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling