+2,071.4%
MCK vs SW
+722.5%
+1,348.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +6.7% | +2.3% | +4.3% | +6.6% |
| 30D | +16.5% | +6.8% | +9.8% | +16.3% |
| 3M | +21.9% | -5.2% | +27.1% | +22.0% |
| 6M | +43.0% | +7.4% | +35.5% | +42.5% |
| YTD | +29.7% | +17.4% | +12.3% | +28.7% |
| 1Y | +24.0% | +27.1% | -3.1% | +22.7% |
| 3Y | +133.7% | +47.9% | +85.8% | +128.2% |
| 5Y | +391.0% | -2.6% | +393.6% | +382.3% |
| 10Y | +775.4% | +182.7% | +592.7% | +711.0% |
| All | +2,071.4% | +722.5% | +1,348.9% | +1,807.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling