+54.5%
SAP vs MCK
+345.1%
-290.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.1% | -2.9% | -1.2% | -3.7% |
| 30D | +1.1% | +0.4% | +0.7% | +1.0% |
| 3M | +26.1% | +12.1% | +14.0% | +24.2% |
| 6M | +9.8% | -5.4% | +15.2% | +10.2% |
| YTD | -13.6% | +7.8% | -21.4% | -14.9% |
| 1Y | -18.7% | +22.9% | -41.6% | -21.6% |
| 3Y | +54.1% | +110.7% | -56.6% | +35.5% |
| All | +54.5% | +345.1% | -290.6% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling