+6,918.4%
MCK vs TSN
+444.8%
+6,473.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -4.4% | +1.4% | -5.8% | -4.6% |
| 30D | -2.2% | -6.2% | +4.0% | -1.3% |
| 3M | +11.6% | -5.7% | +17.2% | +12.5% |
| 6M | -4.9% | -11.4% | +6.4% | -3.3% |
| YTD | +7.7% | -8.2% | +15.9% | +8.8% |
| 1Y | +25.2% | -2.0% | +27.2% | +25.0% |
| 3Y | +112.1% | +11.9% | +100.3% | +105.3% |
| 5Y | +345.8% | -17.8% | +363.6% | +350.4% |
| 10Y | +439.7% | -5.7% | +445.5% | +417.9% |
| All | +6,918.4% | +444.8% | +6,473.7% | +4,181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling