+458.5%
MCK vs TOST
-46.9%
+505.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +2.3% |
| 7D | +4.0% | 0.0% | +3.9% | +4.0% |
| 30D | +12.9% | +16.2% | -3.3% | +12.6% |
| 3M | +28.9% | -1.5% | +30.4% | +28.8% |
| 6M | +49.9% | +55.3% | -5.4% | +49.1% |
| YTD | +34.8% | -2.3% | +37.2% | +34.8% |
| 1Y | +30.8% | -5.5% | +36.4% | +30.8% |
| 3Y | +137.4% | +151.1% | -13.7% | +134.0% |
| 5Y | +403.3% | -27.9% | +431.3% | +420.0% |
| All | +458.5% | -46.9% | +505.3% | +486.3% |
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