+1,574.1%
MCK vs TEL
+736.1%
+838.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.1% |
| 7D | -2.9% | +1.6% | -4.5% | -3.4% |
| 30D | +0.4% | -0.7% | +1.1% | +0.5% |
| 3M | +12.1% | +2.4% | +9.7% | +10.7% |
| 6M | -5.4% | +4.1% | -9.6% | -8.0% |
| YTD | +7.8% | -5.8% | +13.6% | +7.7% |
| 1Y | +22.9% | +0.9% | +22.1% | +19.5% |
| 3Y | +110.7% | +72.6% | +38.1% | +65.2% |
| 5Y | +346.2% | +57.5% | +288.6% | +251.5% |
| 10Y | +440.1% | +313.6% | +126.5% | +187.2% |
| All | +1,574.1% | +736.1% | +838.0% | +542.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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