+427.0%
MCK vs SRE
+122.3%
+304.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | +0.4% | -3.0% | +3.4% | +1.2% |
| 3M | +12.1% | -8.3% | +20.4% | +14.9% |
| 6M | -5.4% | -8.9% | +3.5% | -3.0% |
| YTD | +7.8% | -4.3% | +12.1% | +8.7% |
| 1Y | +22.9% | +2.7% | +20.2% | +21.2% |
| 3Y | +110.7% | +28.7% | +82.1% | +86.4% |
| 5Y | +346.2% | +47.1% | +299.0% | +269.6% |
| All | +427.0% | +122.3% | +304.7% | +318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling