-5.2%
MCK vs THC
+14.5%
-19.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.2% |
| 7D | -3.6% | +4.1% | -7.7% | -4.0% |
| 30D | +1.4% | +3.5% | -2.1% | +0.9% |
| 3M | +13.8% | +61.7% | -47.9% | +11.4% |
| 6M | -5.2% | +11.8% | -17.0% | -9.3% |
| All | -5.2% | +14.5% | -19.7% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling