+131.9%
MCK vs TLN
+589.3%
-457.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.2% |
| 7D | -3.6% | +5.8% | -9.4% | -3.5% |
| 30D | +1.4% | -6.9% | +8.3% | +1.3% |
| 3M | +13.8% | -10.9% | +24.7% | +13.5% |
| 6M | -5.2% | -4.6% | -0.5% | -5.6% |
| YTD | +9.0% | -14.7% | +23.7% | +8.5% |
| 1Y | +26.9% | -17.9% | +44.8% | +26.2% |
| 3Y | +114.7% | +483.9% | -369.1% | +85.3% |
| All | +131.9% | +589.3% | -457.4% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 all: compounded portfolio wealth divided by compounded TLN 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…
all analysis · Full analysis span regression · 6 months rolling