+339.0%
MCK vs SNY
+9.4%
+329.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -3.3% | +0.4% | -2.3% |
| 30D | +0.4% | -2.2% | +2.6% | +0.8% |
| 3M | +12.1% | -3.0% | +15.1% | +12.7% |
| 6M | -5.4% | +2.7% | -8.2% | -5.9% |
| YTD | +7.8% | -6.8% | +14.6% | +8.9% |
| 1Y | +22.9% | -5.3% | +28.2% | +23.7% |
| 3Y | +110.7% | -9.8% | +120.5% | +111.8% |
| All | +339.0% | +9.4% | +329.6% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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