+424.1%
MCK vs SW
+139.3%
+284.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -2.0% |
| 7D | -1.9% | -2.6% | +0.6% | -1.9% |
| 30D | +2.4% | -7.5% | +9.8% | +2.6% |
| 3M | +16.1% | +10.3% | +5.8% | +15.6% |
| 6M | -3.1% | +5.4% | -8.5% | -3.4% |
| YTD | +8.7% | +17.9% | -9.1% | +7.7% |
| 1Y | +28.1% | -2.4% | +30.5% | +27.8% |
| 3Y | +114.1% | +28.7% | +85.4% | +108.8% |
| 5Y | +342.5% | -5.7% | +348.2% | +334.8% |
| 10Y | +424.1% | +139.3% | +284.8% | +350.2% |
| All | +424.1% | +139.3% | +284.8% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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