+110.7%
MCK vs SN
+344.9%
-234.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | 0.0% |
| 7D | -2.9% | -7.3% | +4.3% | -3.2% |
| 30D | +0.4% | -13.6% | +14.0% | 0.0% |
| 3M | +12.1% | +18.6% | -6.5% | +13.0% |
| 6M | -5.4% | +46.0% | -51.4% | -3.7% |
| YTD | +7.8% | +43.7% | -35.9% | +9.8% |
| 1Y | +22.9% | +39.2% | -16.2% | +25.1% |
| 3Y | +110.7% | +306.5% | -195.7% | +141.0% |
| All | +110.7% | +344.9% | -234.2% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling