+427.0%
MCK vs SFM
+271.4%
+155.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.9% | -10.6% | +7.7% | -1.3% |
| 30D | +0.4% | -15.5% | +15.9% | +2.9% |
| 3M | +12.1% | -17.4% | +29.5% | +14.9% |
| 6M | -5.4% | -3.4% | -2.0% | -5.9% |
| YTD | +7.8% | -8.7% | +16.5% | +7.9% |
| 1Y | +22.9% | -47.2% | +70.1% | +34.3% |
| 3Y | +110.7% | +82.7% | +28.0% | +74.8% |
| 5Y | +346.2% | +214.3% | +131.9% | +214.8% |
| All | +427.0% | +271.4% | +155.6% | +238.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling