-5.9%
SAP vs MCK
+31.3%
-37.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.8% | +3.2% |
| 7D | +1.3% | +11.3% | -10.0% | -0.1% |
| 30D | +15.5% | +16.8% | -1.3% | +13.2% |
| 3M | +22.8% | +28.9% | -6.1% | +19.0% |
| 6M | +42.5% | +32.7% | +9.8% | +37.5% |
| YTD | +0.5% | +30.8% | -30.2% | -3.4% |
| 1Y | -5.9% | +27.6% | -33.5% | -10.3% |
| All | -5.9% | +31.3% | -37.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling