+409.9%
MCK vs SW
-2.3%
+412.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.4% |
| 7D | +4.0% | -2.9% | +6.9% | +3.9% |
| 30D | +12.9% | +5.0% | +7.9% | +13.0% |
| 3M | +28.9% | -13.7% | +42.5% | +28.5% |
| 6M | +49.9% | +8.0% | +41.9% | +50.3% |
| YTD | +34.8% | +14.0% | +20.9% | +35.4% |
| 1Y | +30.8% | +25.6% | +5.2% | +31.6% |
| 3Y | +137.4% | +40.1% | +97.3% | +139.8% |
| All | +409.9% | -2.3% | +412.2% | +408.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling