+31.8%
MCK vs TD
+64.8%
-33.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | +1.7% | +0.3% | +1.4% | +1.8% |
| 30D | +3.6% | +0.4% | +3.2% | +3.5% |
| 3M | +20.1% | +7.6% | +12.4% | +19.9% |
| 6M | -7.0% | +25.0% | -32.0% | -8.1% |
| YTD | +11.0% | +31.0% | -20.0% | +10.4% |
| 1Y | +31.8% | +65.2% | -33.3% | +47.2% |
| All | +31.8% | +64.8% | -33.0% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling