-46.7%
SOFI vs MCK
+27.9%
-74.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.2% | -7.9% | -7.7% |
| 7D | -8.9% | +9.3% | -18.2% | -6.9% |
| 30D | +1.8% | +16.3% | -14.5% | +5.7% |
| 3M | -12.1% | +22.3% | -34.4% | -7.6% |
| 6M | +0.1% | +34.1% | -34.0% | +8.9% |
| YTD | -38.7% | +31.1% | -69.8% | -32.1% |
| 1Y | -46.7% | +27.5% | -74.1% | -41.5% |
| All | -46.7% | +27.9% | -74.5% | -41.5% |
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