+22.9%
MCK vs SU
+67.3%
-44.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | +2.2% | -5.1% | -3.1% |
| 30D | +0.4% | +8.4% | -8.0% | -0.4% |
| 3M | +12.1% | +12.1% | 0.0% | +10.0% |
| 6M | -5.4% | +19.7% | -25.1% | -6.5% |
| YTD | +7.8% | +58.4% | -50.6% | +5.2% |
| 1Y | +22.9% | +67.2% | -44.3% | +19.2% |
| All | +22.9% | +67.3% | -44.4% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling