+31.8%
MCK vs TFC
+15.4%
+16.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +1.7% | +2.4% | -0.7% | +1.4% |
| 30D | +3.6% | -1.3% | +4.9% | +3.8% |
| 3M | +20.1% | +6.1% | +14.0% | +19.1% |
| 6M | -7.0% | +7.3% | -14.4% | -8.0% |
| YTD | +11.0% | +8.2% | +2.8% | +9.1% |
| 1Y | +31.8% | +14.4% | +17.4% | +30.8% |
| All | +31.8% | +15.4% | +16.5% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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