+131.9%
MCK vs TOST
+138.1%
-6.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | +0.5% | -4.7% | +5.1% | +0.6% |
| 30D | +12.0% | +8.5% | +3.5% | +11.8% |
| 3M | +22.7% | -1.6% | +24.3% | +22.6% |
| 6M | +46.9% | +44.1% | +2.8% | +46.9% |
| YTD | +31.7% | -5.6% | +37.3% | +31.8% |
| 1Y | +28.6% | -12.6% | +41.2% | +28.8% |
| All | +131.9% | +138.1% | -6.2% | +162.5% |
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