+7,004.6%
MCK vs TT
+10,250.4%
-3,245.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -3.6% | +1.4% | -5.0% | -3.9% |
| 30D | +1.4% | -6.7% | +8.1% | +3.2% |
| 3M | +13.8% | -5.4% | +19.2% | +14.9% |
| 6M | -5.2% | +4.4% | -9.5% | -7.0% |
| YTD | +9.0% | +14.9% | -5.9% | +4.1% |
| 1Y | +26.9% | +9.3% | +17.6% | +22.5% |
| 3Y | +114.7% | +121.7% | -7.0% | +69.4% |
| 5Y | +347.1% | +148.2% | +199.0% | +237.0% |
| 10Y | +446.4% | +957.3% | -510.9% | +181.5% |
| All | +7,004.6% | +10,250.4% | -3,245.7% | +2,000.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling