+1,758.6%
MCK vs SW
+755.0%
+1,003.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.5% |
| 7D | +1.7% | -5.1% | +6.8% | +1.9% |
| 30D | +3.6% | -4.6% | +8.2% | +3.8% |
| 3M | +20.1% | +9.4% | +10.7% | +19.7% |
| 6M | -7.0% | +3.5% | -10.5% | -7.3% |
| YTD | +11.0% | +22.0% | -11.0% | +10.0% |
| 1Y | +31.8% | +2.2% | +29.6% | +31.3% |
| 3Y | +123.1% | +19.6% | +103.6% | +119.6% |
| 5Y | +351.7% | -2.3% | +354.0% | +343.8% |
| 10Y | +435.4% | +181.4% | +254.1% | +395.8% |
| All | +1,758.6% | +755.0% | +1,003.6% | +1,531.0% |
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