+1,204.6%
MCK vs SRE
+1,512.0%
-307.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | +12.1% | -8.3% | +20.4% | +15.0% |
| 6M | -5.4% | -8.9% | +3.5% | -2.9% |
| YTD | +7.8% | -4.3% | +12.1% | +8.7% |
| 1Y | +22.9% | +2.7% | +20.2% | +21.1% |
| 3Y | +110.7% | +28.7% | +82.1% | +86.9% |
| 5Y | +346.2% | +47.1% | +299.0% | +273.5% |
| 10Y | +440.1% | +121.7% | +318.4% | +280.8% |
| All | +1,204.6% | +1,512.0% | -307.4% | +460.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling