+1,816.6%
MCK vs TDG
+13,008.0%
-11,191.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | +0.4% | -7.7% | +8.1% | +2.5% |
| 3M | +12.1% | -9.3% | +21.4% | +14.7% |
| 6M | -5.4% | -9.4% | +3.9% | -3.6% |
| YTD | +7.8% | -14.3% | +22.0% | +11.2% |
| 1Y | +22.9% | -11.8% | +34.8% | +25.7% |
| 3Y | +110.7% | +52.0% | +58.8% | +82.2% |
| 5Y | +346.2% | +128.8% | +217.3% | +236.9% |
| 10Y | +440.1% | +543.8% | -103.7% | +175.4% |
| All | +1,816.6% | +13,008.0% | -11,191.4% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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