+706.8%
MCK vs SW
+183.3%
+523.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +6.1% | +1.8% | +4.3% | +6.0% |
| 30D | +12.8% | +7.0% | +5.8% | +12.5% |
| 3M | +22.0% | -7.6% | +29.6% | +22.3% |
| 6M | +44.2% | +8.5% | +35.7% | +43.6% |
| YTD | +29.5% | +17.7% | +11.9% | +28.3% |
| 1Y | +24.8% | +27.1% | -2.2% | +23.2% |
| 3Y | +132.4% | +48.2% | +84.2% | +124.7% |
| 5Y | +395.3% | -2.3% | +397.7% | +385.3% |
| 10Y | +706.8% | +183.3% | +523.5% | +576.5% |
| All | +706.8% | +183.3% | +523.5% | +576.5% |
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