+45.4%
SMR vs MCK
+112.3%
-66.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.1% | -15.7% | -15.6% |
| 7D | -11.2% | -2.9% | -8.3% | -12.1% |
| 30D | -10.2% | +0.4% | -10.6% | -10.0% |
| 3M | -10.0% | +12.1% | -22.1% | -5.6% |
| 6M | -30.5% | -5.4% | -25.0% | -28.1% |
| YTD | -39.2% | +7.8% | -47.0% | -35.2% |
| 1Y | -75.5% | +22.9% | -98.5% | -73.5% |
| 3Y | +45.4% | +110.7% | -65.3% | +171.0% |
| All | +45.4% | +112.3% | -66.9% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling