+427.0%
MCK vs TPR
+327.7%
+99.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.3% |
| 7D | -2.9% | -3.0% | +0.1% | -2.5% |
| 30D | +0.4% | -22.6% | +23.1% | +4.1% |
| 3M | +12.1% | -18.2% | +30.3% | +15.1% |
| 6M | -5.4% | -18.0% | +12.5% | -3.4% |
| YTD | +7.8% | -6.4% | +14.2% | +8.0% |
| 1Y | +22.9% | +12.3% | +10.6% | +19.5% |
| 3Y | +110.7% | +298.7% | -187.9% | +61.5% |
| 5Y | +346.2% | +232.5% | +113.7% | +240.6% |
| All | +427.0% | +327.7% | +99.3% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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