+339.0%
MCK vs TW
+19.5%
+319.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -2.9% | -4.5% | +1.6% | -2.1% |
| 30D | +0.4% | -2.3% | +2.7% | +0.8% |
| 3M | +12.1% | +2.6% | +9.5% | +11.3% |
| 6M | -5.4% | -17.5% | +12.1% | -2.5% |
| YTD | +7.8% | -5.3% | +13.1% | +8.2% |
| 1Y | +22.9% | -14.8% | +37.7% | +25.2% |
| 3Y | +110.7% | +18.8% | +91.9% | +107.8% |
| All | +339.0% | +19.5% | +319.5% | +331.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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