+27.5%
MCK vs TNA
+18.5%
+8.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.6% | +13.9% | -0.2% |
| 7D | +9.3% | -14.0% | +23.3% | +8.8% |
| 30D | +16.3% | -12.5% | +28.8% | +15.8% |
| 3M | +22.3% | -28.8% | +51.2% | +20.5% |
| 6M | +34.1% | -18.4% | +52.6% | +32.7% |
| YTD | +31.1% | +15.1% | +16.0% | +27.5% |
| 1Y | +27.5% | +14.7% | +12.8% | +24.0% |
| All | +27.5% | +18.5% | +8.9% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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