-67.1%
SE vs MCK
+345.1%
-412.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -5.2% | -2.9% | -2.3% | -5.1% |
| 30D | -17.1% | +0.4% | -17.5% | -17.1% |
| 3M | +24.0% | +12.1% | +11.9% | +23.7% |
| 6M | +21.0% | -5.4% | +26.4% | +21.2% |
| YTD | -16.7% | +7.8% | -24.5% | -17.0% |
| 1Y | -45.9% | +22.9% | -68.9% | -46.3% |
| 3Y | +177.8% | +110.7% | +67.1% | +165.4% |
| All | -67.1% | +345.1% | -412.2% | -72.8% |
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