+427.0%
MCK vs TRI
+196.2%
+230.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -2.9% | -7.9% | +5.0% | -1.1% |
| 30D | +0.4% | -4.5% | +4.9% | +1.2% |
| 3M | +12.1% | +22.1% | -10.0% | +5.3% |
| 6M | -5.4% | -2.8% | -2.7% | -6.5% |
| YTD | +7.8% | -23.4% | +31.2% | +14.1% |
| 1Y | +22.9% | -41.5% | +64.5% | +42.8% |
| 3Y | +110.7% | -19.2% | +129.9% | +110.0% |
| 5Y | +346.2% | -9.4% | +355.6% | +315.9% |
| All | +427.0% | +196.2% | +230.8% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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