+3,416.6%
MCK vs TTMI
+508.4%
+2,908.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.2% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +0.4% | -8.4% | +8.9% | +1.0% |
| 3M | +12.1% | -32.5% | +44.6% | +15.0% |
| 6M | -5.4% | +32.5% | -37.9% | -10.5% |
| YTD | +7.8% | +83.2% | -75.5% | -2.1% |
| 1Y | +22.9% | +161.7% | -138.7% | +6.6% |
| 3Y | +110.7% | +890.1% | -779.4% | +53.7% |
| 5Y | +346.2% | +832.4% | -486.3% | +221.7% |
| 10Y | +440.1% | +1,115.8% | -675.6% | +268.7% |
| All | +3,416.6% | +508.4% | +2,908.1% | +1,796.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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