+3.7%
SO vs MCK
+31.3%
-27.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.0% | -7.7% | -1.5% |
| 7D | +1.7% | +11.3% | -9.6% | +0.3% |
| 30D | +11.1% | +16.8% | -5.7% | +8.9% |
| 3M | +0.7% | +28.9% | -28.2% | -2.7% |
| 6M | -1.4% | +32.7% | -34.0% | -5.3% |
| YTD | +9.4% | +30.8% | -21.3% | +4.7% |
| 1Y | +3.7% | +27.6% | -23.8% | -0.1% |
| All | +3.7% | +31.3% | -27.5% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling