+110.7%
MCK vs SRE
+28.3%
+82.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | +0.4% | -3.0% | +3.4% | +0.7% |
| 3M | +12.1% | -8.3% | +20.4% | +13.2% |
| 6M | -5.4% | -8.9% | +3.5% | -4.5% |
| YTD | +7.8% | -4.3% | +12.1% | +8.3% |
| 1Y | +22.9% | +2.7% | +20.2% | +22.8% |
| 3Y | +110.7% | +28.7% | +82.1% | +110.5% |
| All | +110.7% | +28.3% | +82.5% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling