+171.9%
SAP vs MCK
+442.8%
-271.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.1% | -2.9% | -1.2% | -3.4% |
| 30D | +1.1% | +0.4% | +0.7% | +0.9% |
| 3M | +26.1% | +12.1% | +14.0% | +22.7% |
| 6M | +9.8% | -5.4% | +15.2% | +10.8% |
| YTD | -13.6% | +7.8% | -21.4% | -15.9% |
| 1Y | -18.7% | +22.9% | -41.6% | -23.6% |
| 3Y | +54.1% | +110.7% | -56.6% | +24.3% |
| 5Y | +54.7% | +346.2% | -291.4% | -0.3% |
| All | +171.9% | +442.8% | -271.0% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling