+122.7%
SLB vs MCK
+345.1%
-222.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.5% | -2.9% | +0.4% | -2.2% |
| 30D | +7.1% | +0.4% | +6.7% | +7.0% |
| 3M | +0.6% | +12.1% | -11.5% | -1.0% |
| 6M | +17.6% | -5.4% | +23.0% | +18.3% |
| YTD | +48.5% | +7.8% | +40.7% | +45.8% |
| 1Y | +59.4% | +22.9% | +36.4% | +52.1% |
| 3Y | -0.4% | +110.7% | -111.1% | -21.5% |
| All | +122.7% | +345.1% | -222.4% | +17.6% |
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