+5,117.0%
MCK vs TD
+7,835.7%
-2,718.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +0.4% | -1.9% | +2.3% | +1.0% |
| 3M | +12.1% | +4.8% | +7.3% | +10.2% |
| 6M | -5.4% | +28.0% | -33.4% | -13.0% |
| YTD | +7.8% | +30.3% | -22.5% | -1.4% |
| 1Y | +22.9% | +59.8% | -36.8% | +5.2% |
| 3Y | +110.7% | +124.7% | -14.0% | +59.0% |
| 5Y | +346.2% | +127.0% | +219.2% | +231.4% |
| 10Y | +440.1% | +303.2% | +137.0% | +230.8% |
| All | +5,117.0% | +7,835.7% | -2,718.7% | +1,685.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling