+346.1%
MCK vs TOST
-51.1%
+397.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -4.4% | -5.9% | +1.5% | -4.3% |
| 30D | -2.2% | -8.4% | +6.2% | -2.1% |
| 3M | +11.6% | +31.4% | -19.9% | +11.2% |
| 6M | -4.9% | +10.5% | -15.5% | -5.1% |
| YTD | +7.7% | -10.1% | +17.8% | +7.8% |
| 1Y | +25.2% | -19.9% | +45.2% | +25.5% |
| 3Y | +112.1% | +53.3% | +58.9% | +110.9% |
| All | +346.1% | -51.1% | +397.1% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling