+540.0%
MCK vs TE
-52.9%
+592.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +0.4% | -5.9% | +6.3% | +0.4% |
| 3M | +12.1% | -45.6% | +57.7% | +12.3% |
| 6M | -5.4% | -43.4% | +37.9% | -5.5% |
| YTD | +7.8% | -31.0% | +38.8% | +7.3% |
| 1Y | +22.9% | +145.2% | -122.3% | +19.9% |
| 3Y | +110.7% | -24.1% | +134.8% | +106.9% |
| 5Y | +346.2% | -48.1% | +394.3% | +340.9% |
| All | +540.0% | -52.9% | +592.9% | +547.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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