+3,191.1%
SO vs MCK
+6,813.7%
-3,622.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.1% | -4.4% | +3.2% | -0.5% |
| 30D | -3.7% | -2.2% | -1.5% | -3.5% |
| 3M | -5.9% | +11.6% | -17.5% | -7.5% |
| 6M | -7.3% | -4.9% | -2.4% | -6.9% |
| YTD | +3.1% | +7.7% | -4.6% | +1.5% |
| 1Y | -1.0% | +25.2% | -26.2% | -4.7% |
| 3Y | +43.2% | +112.1% | -68.9% | +27.2% |
| 5Y | +59.1% | +345.8% | -286.7% | +26.9% |
| 10Y | +160.2% | +439.7% | -279.5% | +97.2% |
| All | +3,191.1% | +6,813.7% | -3,622.6% | +1,810.9% |
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