+110.7%
MCK vs TXG
+43.8%
+67.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.3% | +0.3% |
| 7D | -2.9% | +9.5% | -12.4% | -2.4% |
| 30D | +0.4% | +18.8% | -18.3% | +1.6% |
| 3M | +12.1% | +136.1% | -124.0% | +18.4% |
| 6M | -5.4% | +235.2% | -240.7% | +2.2% |
| YTD | +7.8% | +320.5% | -312.8% | +18.4% |
| 1Y | +22.9% | +425.2% | -402.2% | +37.7% |
| 3Y | +110.7% | +42.9% | +67.8% | +116.9% |
| All | +110.7% | +43.8% | +67.0% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling