-6.4%
T vs MCK
+31.3%
-37.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.0% | -4.9% | +1.2% |
| 7D | +5.5% | +11.3% | -5.9% | +4.1% |
| 30D | -8.9% | +16.8% | -25.7% | -10.3% |
| 3M | -5.6% | +28.9% | -34.5% | -7.8% |
| 6M | -14.3% | +32.7% | -47.0% | -16.6% |
| YTD | -7.9% | +30.8% | -38.7% | -11.1% |
| 1Y | -6.4% | +27.6% | -34.0% | -8.9% |
| All | -6.4% | +31.3% | -37.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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