+226.8%
SOXX vs MCK
+112.3%
+114.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.4% | -2.9% | +4.3% | +0.7% |
| 30D | -3.6% | +0.4% | -4.0% | -3.4% |
| 3M | -10.2% | +12.1% | -22.3% | -7.4% |
| 6M | +54.2% | -5.4% | +59.7% | +58.0% |
| YTD | +75.2% | +7.8% | +67.4% | +81.7% |
| 1Y | +107.5% | +22.9% | +84.6% | +118.4% |
| 3Y | +226.8% | +110.7% | +116.0% | +266.3% |
| All | +226.8% | +112.3% | +114.5% | +266.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling