+339.0%
MCK vs SGI
+47.3%
+291.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -2.9% | -4.5% | +1.5% | -2.8% |
| 30D | +0.4% | +4.2% | -3.8% | +0.3% |
| 3M | +12.1% | -7.4% | +19.6% | +12.3% |
| 6M | -5.4% | -15.1% | +9.6% | -5.0% |
| YTD | +7.8% | -24.7% | +32.5% | +8.8% |
| 1Y | +22.9% | -21.8% | +44.7% | +23.8% |
| 3Y | +110.7% | +50.0% | +60.7% | +106.6% |
| All | +339.0% | +47.3% | +291.7% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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