+110.7%
MCK vs TAP
-32.3%
+143.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -2.9% | -3.9% | +1.0% | -2.5% |
| 30D | +0.4% | -5.3% | +5.7% | +0.9% |
| 3M | +12.1% | -3.8% | +15.9% | +12.4% |
| 6M | -5.4% | -11.4% | +5.9% | -4.7% |
| YTD | +7.8% | -13.7% | +21.5% | +8.5% |
| 1Y | +22.9% | -17.2% | +40.1% | +24.3% |
| 3Y | +110.7% | -33.1% | +143.8% | +115.8% |
| All | +110.7% | -32.3% | +143.0% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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