+427.0%
MCK vs SU
+267.2%
+159.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | +2.2% | -5.1% | -3.3% |
| 30D | +0.4% | +8.4% | -8.0% | -1.1% |
| 3M | +12.1% | +12.1% | 0.0% | +9.6% |
| 6M | -5.4% | +19.7% | -25.1% | -8.8% |
| YTD | +7.8% | +58.4% | -50.6% | -1.3% |
| 1Y | +22.9% | +67.2% | -44.3% | +11.4% |
| 3Y | +110.7% | +125.0% | -14.3% | +77.5% |
| 5Y | +346.2% | +355.1% | -8.9% | +210.0% |
| All | +427.0% | +267.2% | +159.8% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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