+2,169.0%
SAP vs MCK
+5,151.1%
-2,982.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.3% | -3.6% | +3.3% | +0.6% |
| 30D | +0.3% | +1.4% | -1.2% | -0.2% |
| 3M | +16.9% | +13.8% | +3.1% | +13.3% |
| 6M | +6.3% | -5.2% | +11.5% | +7.2% |
| YTD | -12.4% | +9.0% | -21.4% | -14.9% |
| 1Y | -21.6% | +26.9% | -48.5% | -26.7% |
| 3Y | +54.8% | +114.7% | -60.0% | +26.1% |
| 5Y | +56.2% | +347.1% | -290.9% | +5.6% |
| 10Y | +179.0% | +446.4% | -267.3% | +72.3% |
| All | +2,169.0% | +5,151.1% | -2,982.1% | +843.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling