+113.2%
MCK vs TOST
+53.6%
+59.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | -3.6% | -4.7% | +1.1% | -3.6% |
| 30D | +1.4% | -9.1% | +10.5% | +1.5% |
| 3M | +13.8% | +29.8% | -16.0% | +14.0% |
| 6M | -5.2% | +10.0% | -15.2% | -5.1% |
| YTD | +9.0% | -8.6% | +17.6% | +9.2% |
| 1Y | +26.9% | -20.7% | +47.6% | +27.2% |
| All | +113.2% | +53.6% | +59.5% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling