+427.0%
MCK vs TSN
-4.9%
+432.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -2.9% | +3.0% | -6.0% | -3.5% |
| 30D | +0.4% | -4.2% | +4.6% | +1.1% |
| 3M | +12.1% | -3.9% | +16.0% | +12.7% |
| 6M | -5.4% | -9.8% | +4.4% | -4.0% |
| YTD | +7.8% | -7.3% | +15.1% | +8.8% |
| 1Y | +22.9% | -2.2% | +25.2% | +22.7% |
| 3Y | +110.7% | +11.9% | +98.8% | +103.1% |
| 5Y | +346.2% | -16.9% | +363.1% | +353.9% |
| All | +427.0% | -4.9% | +432.0% | +399.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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