+110.7%
MCK vs THC
+251.0%
-140.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +0.4% | -1.2% | +1.6% | +0.5% |
| 3M | +12.1% | +52.3% | -40.2% | +8.4% |
| 6M | -5.4% | +12.4% | -17.9% | -6.6% |
| YTD | +7.8% | +32.7% | -24.9% | +5.0% |
| 1Y | +22.9% | +36.4% | -13.4% | +19.5% |
| 3Y | +110.7% | +259.3% | -148.6% | +118.0% |
| All | +110.7% | +251.0% | -140.3% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling