+339.0%
MCK vs TT
+144.9%
+194.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.9% | -1.2% | -1.7% | -2.8% |
| 30D | +0.4% | -7.3% | +7.7% | +1.4% |
| 3M | +12.1% | -3.6% | +15.7% | +12.3% |
| 6M | -5.4% | +2.8% | -8.3% | -6.4% |
| YTD | +7.8% | +14.5% | -6.7% | +4.7% |
| 1Y | +22.9% | +7.4% | +15.5% | +20.6% |
| 3Y | +110.7% | +116.2% | -5.5% | +78.8% |
| All | +339.0% | +144.9% | +194.1% | +246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 5y: compounded portfolio wealth divided by compounded TT 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…
5y analysis · Full analysis span regression · 6 months rolling