+27.2%
MCK vs TXG
+408.1%
-380.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.4% | +3.6% | +7.2% |
| 7D | +11.3% | -19.3% | +30.6% | +10.2% |
| 30D | +16.8% | -30.9% | +47.7% | +15.0% |
| 3M | +28.9% | +41.1% | -12.2% | +31.6% |
| 6M | +32.7% | +211.9% | -179.2% | +38.1% |
| YTD | +30.8% | +314.0% | -283.2% | +36.9% |
| All | +27.2% | +408.1% | -380.9% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling