+110.2%
T vs MCK
+112.3%
-2.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.5% | -2.9% | +4.4% | +1.8% |
| 30D | +7.5% | +0.4% | +7.0% | +7.4% |
| 3M | +14.8% | +12.1% | +2.7% | +13.4% |
| 6M | -1.7% | -5.4% | +3.7% | -1.6% |
| YTD | +8.7% | +7.8% | +0.9% | +7.3% |
| 1Y | -7.5% | +22.9% | -30.4% | -10.2% |
| 3Y | +110.2% | +110.7% | -0.5% | +97.8% |
| All | +110.2% | +112.3% | -2.1% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling