+3,284.6%
MCK vs TCOM
+2,557.8%
+726.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | 0.0% |
| 7D | -2.9% | -4.9% | +2.0% | -2.4% |
| 30D | +0.4% | -14.4% | +14.8% | +1.9% |
| 3M | +12.1% | -17.7% | +29.8% | +14.0% |
| 6M | -5.4% | -25.1% | +19.7% | -3.0% |
| YTD | +7.8% | -45.7% | +53.5% | +13.7% |
| 1Y | +22.9% | -47.9% | +70.8% | +30.1% |
| 3Y | +110.7% | +8.9% | +101.8% | +102.3% |
| 5Y | +346.2% | +26.9% | +319.3% | +304.1% |
| 10Y | +440.1% | -11.2% | +451.3% | +389.6% |
| All | +3,284.6% | +2,557.8% | +726.8% | +1,923.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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