+110.7%
MCK vs SU
+120.0%
-9.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | +2.2% | -5.1% | -3.0% |
| 30D | +0.4% | +8.4% | -8.0% | 0.0% |
| 3M | +12.1% | +12.1% | 0.0% | +11.2% |
| 6M | -5.4% | +19.7% | -25.1% | -6.2% |
| YTD | +7.8% | +58.4% | -50.6% | +5.9% |
| 1Y | +22.9% | +67.2% | -44.3% | +20.6% |
| 3Y | +110.7% | +125.0% | -14.3% | +105.3% |
| All | +110.7% | +120.0% | -9.2% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling