-14.4%
SMR vs MCK
+228.0%
-242.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.1% | -15.7% | -15.7% |
| 7D | -11.2% | -2.9% | -8.3% | -11.7% |
| 30D | -10.2% | +0.4% | -10.6% | -10.1% |
| 3M | -10.0% | +12.1% | -22.1% | -7.8% |
| 6M | -30.5% | -5.4% | -25.0% | -28.7% |
| YTD | -39.2% | +7.8% | -47.0% | -37.2% |
| 1Y | -75.5% | +22.9% | -98.5% | -74.8% |
| 3Y | +45.4% | +110.7% | -65.3% | +48.0% |
| All | -14.4% | +228.0% | -242.4% | -20.2% |
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 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