+723.5%
SLB vs MCK
+6,818.8%
-6,095.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.5% | -2.9% | +0.4% | -1.7% |
| 30D | +7.1% | +0.4% | +6.7% | +6.9% |
| 3M | +0.6% | +12.1% | -11.5% | -2.8% |
| 6M | +17.6% | -5.4% | +23.0% | +18.5% |
| YTD | +48.5% | +7.8% | +40.7% | +43.3% |
| 1Y | +59.4% | +22.9% | +36.4% | +47.9% |
| 3Y | -0.4% | +110.7% | -111.1% | -22.3% |
| 5Y | +133.8% | +346.2% | -212.4% | +46.3% |
| 10Y | -4.3% | +440.1% | -444.4% | -44.7% |
| All | +723.5% | +6,818.8% | -6,095.3% | +185.6% |
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 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