+512.5%
MCK vs SITM
+4,789.7%
-4,277.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.5% | -0.1% |
| 7D | -2.9% | +3.9% | -6.8% | -3.1% |
| 30D | +0.4% | -6.6% | +7.0% | +0.6% |
| 3M | +12.1% | -11.9% | +24.0% | +12.1% |
| 6M | -5.4% | +81.1% | -86.6% | -9.5% |
| YTD | +7.8% | +80.0% | -72.2% | +3.1% |
| 1Y | +22.9% | +145.8% | -122.9% | +15.5% |
| 3Y | +110.7% | +475.9% | -365.2% | +82.7% |
| 5Y | +346.2% | +189.2% | +157.0% | +284.7% |
| All | +512.5% | +4,789.7% | -4,277.2% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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