+6,918.4%
MCK vs TAP
+811.2%
+6,107.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -5.3% | +0.9% | -3.3% |
| 30D | -2.2% | -7.4% | +5.2% | -0.7% |
| 3M | +11.6% | -4.9% | +16.5% | +12.6% |
| 6M | -4.9% | -14.2% | +9.3% | -2.2% |
| YTD | +7.7% | -14.8% | +22.5% | +10.7% |
| 1Y | +25.2% | -18.1% | +43.3% | +29.5% |
| 3Y | +112.1% | -32.7% | +144.8% | +126.2% |
| 5Y | +345.8% | -0.5% | +346.3% | +330.5% |
| 10Y | +439.7% | -50.4% | +490.2% | +478.3% |
| All | +6,918.4% | +811.2% | +6,107.2% | +5,491.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling