+2,550.6%
SOXX vs MCK
+2,790.8%
-240.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.4% | -2.9% | +4.3% | +2.3% |
| 30D | -3.6% | +0.4% | -4.0% | -3.9% |
| 3M | -10.2% | +12.1% | -22.3% | -14.5% |
| 6M | +54.2% | -5.4% | +59.7% | +54.3% |
| YTD | +75.2% | +7.8% | +67.4% | +66.5% |
| 1Y | +107.5% | +22.9% | +84.6% | +87.4% |
| 3Y | +226.8% | +110.7% | +116.0% | +134.7% |
| 5Y | +251.2% | +346.2% | -94.9% | +85.6% |
| 10Y | +1,567.6% | +440.1% | +1,127.5% | +661.3% |
| All | +2,550.6% | +2,790.8% | -240.2% | +469.0% |
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