+6,923.6%
MCK vs TSEM
+5.9%
+6,917.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -2.9% | -4.9% | +2.0% | -2.7% |
| 30D | +0.4% | -18.7% | +19.2% | +1.5% |
| 3M | +12.1% | -18.1% | +30.2% | +12.4% |
| 6M | -5.4% | +77.1% | -82.5% | -10.1% |
| YTD | +7.8% | +80.1% | -72.4% | +2.2% |
| 1Y | +22.9% | +220.4% | -197.4% | +12.3% |
| 3Y | +110.7% | +650.1% | -539.3% | +80.3% |
| 5Y | +346.2% | +628.9% | -282.7% | +279.1% |
| 10Y | +440.1% | +1,293.4% | -853.3% | +336.0% |
| All | +6,923.6% | +5.9% | +6,917.7% | +5,211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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