+27.6%
MCK vs TEM
-11.1%
+38.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.8% | +9.8% | +6.8% |
| 7D | +11.3% | -1.3% | +12.6% | +11.3% |
| 30D | +16.8% | -9.5% | +26.3% | +16.5% |
| 3M | +28.9% | +60.7% | -31.8% | +32.6% |
| 6M | +32.7% | +35.5% | -2.8% | +36.0% |
| YTD | +30.8% | +28.0% | +2.7% | +34.5% |
| 1Y | +27.6% | -10.5% | +38.1% | +30.9% |
| All | +27.6% | -11.1% | +38.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling