+3,202.8%
MCK vs SGI
+1,966.1%
+1,236.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.9% |
| 7D | -4.4% | -4.9% | +0.5% | -3.9% |
| 30D | -2.2% | +1.6% | -3.8% | -2.5% |
| 3M | +11.6% | -3.2% | +14.7% | +11.7% |
| 6M | -4.9% | -16.0% | +11.1% | -3.7% |
| YTD | +7.7% | -25.4% | +33.1% | +10.5% |
| 1Y | +25.2% | -21.6% | +46.8% | +27.5% |
| 3Y | +112.1% | +52.9% | +59.3% | +97.1% |
| 5Y | +345.8% | +47.5% | +298.3% | +306.7% |
| 10Y | +439.7% | +263.5% | +176.2% | +310.8% |
| All | +3,202.8% | +1,966.1% | +1,236.7% | +1,584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling