+339.0%
MCK vs TFC
+15.3%
+323.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -2.9% | -2.4% | -0.5% | -2.8% |
| 30D | +0.4% | -3.4% | +3.8% | +0.6% |
| 3M | +12.1% | +0.4% | +11.7% | +12.1% |
| 6M | -5.4% | +12.7% | -18.1% | -6.2% |
| YTD | +7.8% | +5.6% | +2.2% | +7.3% |
| 1Y | +22.9% | +16.0% | +6.9% | +21.8% |
| 3Y | +110.7% | +94.0% | +16.7% | +99.2% |
| All | +339.0% | +15.3% | +323.8% | +345.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling