+247.9%
SOXX vs MCK
+345.1%
-97.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.4% | -2.9% | +4.3% | +1.1% |
| 30D | -3.6% | +0.4% | -4.0% | -3.5% |
| 3M | -10.2% | +12.1% | -22.3% | -9.3% |
| 6M | +54.2% | -5.4% | +59.7% | +57.0% |
| YTD | +75.2% | +7.8% | +67.4% | +77.4% |
| 1Y | +107.5% | +22.9% | +84.6% | +108.7% |
| 3Y | +226.8% | +110.7% | +116.0% | +202.0% |
| All | +247.9% | +345.1% | -97.2% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling