+3,240.7%
MCK vs TPR
+7,101.5%
-3,860.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.7% | -1.4% |
| 7D | -1.9% | -3.4% | +1.4% | -1.3% |
| 30D | +2.4% | -27.3% | +29.7% | +8.1% |
| 3M | +16.1% | -16.2% | +32.3% | +19.3% |
| 6M | -3.1% | -17.9% | +14.8% | -0.6% |
| YTD | +8.7% | -7.1% | +15.8% | +9.1% |
| 1Y | +28.1% | +13.6% | +14.5% | +23.4% |
| 3Y | +114.1% | +293.7% | -179.6% | +57.3% |
| 5Y | +342.5% | +239.1% | +103.4% | +221.6% |
| 10Y | +424.1% | +311.2% | +112.9% | +229.1% |
| All | +3,240.7% | +7,101.5% | -3,860.8% | +1,099.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling