+427.0%
MCK vs TDY
+479.2%
-52.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -2.9% | -1.1% | -1.8% | -2.6% |
| 30D | +0.4% | -12.0% | +12.5% | +3.9% |
| 3M | +12.1% | -3.2% | +15.3% | +12.8% |
| 6M | -5.4% | -7.9% | +2.4% | -3.9% |
| YTD | +7.8% | +18.2% | -10.4% | +1.8% |
| 1Y | +22.9% | +6.7% | +16.3% | +19.3% |
| 3Y | +110.7% | +47.5% | +63.2% | +82.4% |
| 5Y | +346.2% | +39.5% | +306.7% | +286.2% |
| All | +427.0% | +479.2% | -52.2% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling