+3,198.4%
MCK vs SNY
+241.9%
+2,956.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -2.9% | -3.3% | +0.4% | -1.7% |
| 30D | +0.4% | -2.2% | +2.6% | +1.2% |
| 3M | +12.1% | -3.0% | +15.1% | +13.2% |
| 6M | -5.4% | +2.7% | -8.2% | -6.8% |
| YTD | +7.8% | -6.8% | +14.6% | +10.0% |
| 1Y | +22.9% | -5.3% | +28.2% | +24.2% |
| 3Y | +110.7% | -9.8% | +120.5% | +109.6% |
| 5Y | +346.2% | +9.7% | +336.5% | +301.7% |
| 10Y | +440.1% | +64.5% | +375.6% | +307.9% |
| All | +3,198.4% | +241.9% | +2,956.4% | +1,542.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling