+122.2%
MCK vs SN
+453.9%
-331.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.4% |
| 7D | -4.4% | -7.2% | +2.8% | -4.7% |
| 30D | -2.2% | -13.4% | +11.2% | -2.7% |
| 3M | +11.6% | +26.8% | -15.2% | +12.9% |
| 6M | -4.9% | +44.6% | -49.5% | -3.1% |
| YTD | +7.7% | +45.3% | -37.6% | +9.9% |
| 1Y | +25.2% | +40.1% | -14.9% | +27.6% |
| 3Y | +112.1% | +375.3% | -263.1% | +140.9% |
| All | +122.2% | +453.9% | -331.7% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling