+553.4%
SE vs MCK
+526.8%
+26.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -5.2% | -2.9% | -2.3% | -4.6% |
| 30D | -17.1% | +0.4% | -17.5% | -17.2% |
| 3M | +24.0% | +12.1% | +11.9% | +20.8% |
| 6M | +21.0% | -5.4% | +26.4% | +22.2% |
| YTD | -16.7% | +7.8% | -24.5% | -18.8% |
| 1Y | -45.9% | +22.9% | -68.9% | -49.1% |
| 3Y | +177.8% | +110.7% | +67.1% | +122.0% |
| 5Y | -67.4% | +346.2% | -413.5% | -80.1% |
| All | +553.4% | +526.8% | +26.6% | +232.8% |
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 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