+9,417.6%
SHW vs MCK
+6,813.7%
+2,603.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -4.5% | -4.4% | -0.1% | -3.6% |
| 30D | -12.7% | -2.2% | -10.5% | -12.3% |
| 3M | +4.7% | +11.6% | -6.9% | +2.2% |
| 6M | -3.4% | -4.9% | +1.5% | -2.8% |
| YTD | -1.3% | +7.7% | -9.0% | -3.7% |
| 1Y | -10.4% | +25.2% | -35.6% | -15.4% |
| 3Y | +20.1% | +112.1% | -92.0% | +0.1% |
| 5Y | +10.5% | +345.8% | -335.4% | -22.1% |
| 10Y | +280.3% | +439.7% | -159.5% | +147.3% |
| All | +9,417.6% | +6,813.7% | +2,603.9% | +3,402.8% |
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