+6,923.6%
MCK vs SYY
+2,637.2%
+4,286.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -2.9% | +3.9% | -6.9% | -4.0% |
| 30D | +0.4% | -1.7% | +2.2% | +0.9% |
| 3M | +12.1% | +5.2% | +6.9% | +10.5% |
| 6M | -5.4% | -0.2% | -5.2% | -6.0% |
| YTD | +7.8% | +15.4% | -7.6% | +2.4% |
| 1Y | +22.9% | +5.6% | +17.4% | +19.8% |
| 3Y | +110.7% | +28.9% | +81.9% | +91.5% |
| 5Y | +346.2% | +24.1% | +322.1% | +304.8% |
| 10Y | +440.1% | +116.2% | +323.9% | +288.8% |
| All | +6,923.6% | +2,637.2% | +4,286.4% | +2,750.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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