+531.8%
MCK vs TXG
+27.0%
+504.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.3% | +0.1% |
| 7D | -2.9% | +9.5% | -12.4% | -2.9% |
| 30D | +0.4% | +18.8% | -18.3% | +0.4% |
| 3M | +12.1% | +136.1% | -124.0% | +11.7% |
| 6M | -5.4% | +235.2% | -240.7% | -6.0% |
| YTD | +7.8% | +320.5% | -312.8% | +6.9% |
| 1Y | +22.9% | +425.2% | -402.2% | +21.6% |
| 3Y | +110.7% | +42.9% | +67.8% | +114.6% |
| 5Y | +346.2% | -62.8% | +409.0% | +396.3% |
| All | +531.8% | +27.0% | +504.8% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling