+42.0%
SOFI vs MCK
+422.6%
-380.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -4.9% | -2.9% | -2.0% | -5.1% |
| 30D | -3.5% | +0.4% | -3.9% | -3.4% |
| 3M | +3.9% | +12.1% | -8.2% | +4.7% |
| 6M | -6.5% | -5.4% | -1.1% | -6.2% |
| YTD | -33.8% | +7.8% | -41.6% | -33.2% |
| 1Y | -33.3% | +22.9% | -56.2% | -32.6% |
| 3Y | +94.6% | +110.7% | -16.1% | +87.8% |
| 5Y | +13.3% | +346.2% | -332.9% | -21.5% |
| All | +42.0% | +422.6% | -380.7% | -19.8% |
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