+110.6%
MCK vs TPR
+286.9%
-176.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | -4.4% | -5.1% | +0.7% | -4.3% |
| 30D | -2.2% | -27.6% | +25.3% | -1.9% |
| 3M | +11.6% | -17.5% | +29.0% | +11.9% |
| 6M | -4.9% | -21.3% | +16.4% | -4.6% |
| YTD | +7.7% | -8.5% | +16.2% | +8.4% |
| 1Y | +25.2% | +11.5% | +13.8% | +27.7% |
| All | +110.6% | +286.9% | -176.4% | +175.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling