-48.8%
SE vs MCK
+31.3%
-80.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.0% | -2.5% | +3.5% |
| 7D | +6.7% | +11.3% | -4.7% | +5.3% |
| 30D | -17.2% | +16.8% | -34.0% | -18.9% |
| 3M | -28.0% | +28.9% | -57.0% | -29.8% |
| 6M | -6.1% | +32.7% | -38.8% | -8.8% |
| YTD | -37.1% | +30.8% | -67.9% | -40.2% |
| 1Y | -48.8% | +27.6% | -76.3% | -50.7% |
| All | -48.8% | +31.3% | -80.0% | -50.7% |
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