+3.1%
SGOV vs MCK
+28.0%
-24.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | -0.2% | +6.7% | -6.9% | -0.2% |
| 30D | 0.0% | +16.5% | -16.5% | 0.0% |
| 3M | +0.3% | +21.9% | -21.5% | +0.4% |
| 6M | +1.3% | +43.0% | -41.7% | +1.3% |
| YTD | +2.5% | +29.7% | -27.2% | +2.6% |
| 1Y | +3.1% | +24.0% | -20.9% | +3.2% |
| All | +3.1% | +28.0% | -24.8% | +3.2% |
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